The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
360 DIGITECH INC AMERICAN DE 88557W101 780 45,100 SH   DFND 1 45,100 0 0
3M CO COM 88579Y101 27,090 209,333 SH   DFND 1 209,333 0 0
ABBOTT LABS COM 002824100 46,193 425,156 SH   DFND 1 425,156 0 0
ABBVIE INC COM 00287Y109 89,130 581,938 SH   DFND 1 581,938 0 0
ABIOMED INC COM 003654100 3,545 14,324 SH   DFND 1 14,324 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 86,903 312,993 SH   DFND 1 312,993 0 0
ACTIVISION BLIZZARD INC COM 00507V109 24,502 314,690 SH   DFND 1 314,690 0 0
ACUITY BRANDS INC COM 00508Y102 13,580 88,157 SH   DFND 1 88,157 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 150,897 412,220 SH   DFND 1 412,220 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 9,648 55,738 SH   DFND 1 55,738 0 0
ADVANCED MICRO DEVICES INC COM 007903107 36,714 480,104 SH   DFND 1 480,104 0 0
AECOM COM 00766T100 1,492 22,872 SH   SOLE 4 22,872 0 0
AERCAP HOLDINGS NV SHS N00985106 4,163 101,690 SH   DFND 1 101,690 0 0
AES CORP COM 00130H105 1,973 93,921 SH   DFND 1 93,921 0 0
AFFIRM HLDGS INC COM CL A 00827B106 543 30,058 SH   DFND 1 30,058 0 0
AFLAC INC COM 001055102 15,790 285,376 SH   DFND 1 285,376 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 27,302 229,876 SH   DFND 1 229,876 0 0
AGNC INVT CORP COM 00123Q104 808 73,012 SH   DFND 1 73,012 0 0
AGNICO EAGLE MINES LTD COM 008474108 5,562 121,506 SH   DFND 1 121,506 0 0
AGREE RLTY CORP COM 008492100 2,358 32,689 SH   SOLE 4 32,689 0 0
AIR PRODS & CHEMS INC COM 009158106 34,567 143,740 SH   DFND 1 143,740 0 0
AIR TRANS SVCS GROUP INC NOTE 1.125% 00922RAB1 2,969 2,750,000 PRN   DFND 1 2,750,000 0 0
AIRBNB INC COM CL A 009066101 447 5,022 SH   DFND 1 5,022 0 0
AIRBNB INC NOTE 3/1 009066AB7 24,070 29,400,000 PRN   DFND 1 29,400,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 17,963 196,683 SH   DFND 1 196,683 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 00971TAL5 4,966 5,000,000 PRN   DFND 1 5,000,000 0 0
ALBANY INTL CORP CL A 012348108 1,272 16,141 SH   DFND 1 16,141 0 0
ALBEMARLE CORP COM 012653101 5,666 27,114 SH   DFND 1 27,114 0 0
ALCOA CORP COM 013872106 3,272 71,794 SH   DFND 1 71,794 0 0
ALCON AG ORD SHS H01301128 30,491 436,867 SH   DFND 1 436,867 0 0
ALEXANDRIA REAL ESTATE EQ COM 015271109 8,207 56,590 SH   DFND 1 56,590 0 0
ALEXANDRIA REAL ESTATE EQ COM 015271109 16,153 111,380 SH   DFND 2 0 111,380 0
ALGONQUIN PWR UTILS CORP COM 015857105 430 31,981 SH   DFND 1 31,981 0 0
ALIBABA GROUP HLDG LTD SPONSORED A 01609W102 69,842 614,374 SH   DFND 1 614,374 0 0
ALIGN TECHNOLOGY INC COM 016255101 5,620 23,746 SH   DFND 1 23,746 0 0
ALLEGHANY CORP MD COM 017175100 15,819 18,988 SH   DFND 1 18,988 0 0
ALLEGION PLC ORD SHS G0176J109 52,991 541,272 SH   DFND 1 541,272 0 0
ALLEGION PLC ORD SHS G0176J109 882 9,010 SH   SOLE 4 9,010 0 0
ALLEGRO MICROSYSTEMS INC COM 01749D105 1,795 86,747 SH   DFND 1 86,747 0 0
ALLETE INC COM NEW 018522300 820 13,948 SH   SOLE 4 13,948 0 0
ALLIANT ENERGY CORP COM 018802108 2,075 35,401 SH   DFND 1 35,401 0 0
ALLISON TRANSMISSION HLDGS COM 01973R101 3,762 97,829 SH   DFND 1 97,829 0 0
ALLSTATE CORP COM 020002101 7,358 58,063 SH   DFND 1 58,063 0 0
ALLY FINL INC COM 02005N100 3,610 107,742 SH   DFND 1 107,742 0 0
ALNYLAM PHARMACEUTICALS IN COM 02043Q107 12,086 82,865 SH   DFND 1 82,865 0 0
ALPHABET INC CAP STK CL 02079K107 287,319 131,349 SH   DFND 1 131,349 0 0
ALPHABET INC CAP STK CL 02079K305 343,308 157,534 SH   DFND 1 157,534 0 0
ALTRIA GROUP INC COM 02209S103 10,715 256,530 SH   DFND 1 256,530 0 0
AMAZON COM INC COM 023135106 367,409 3,459,268 SH   DFND 1 3,459,268 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 981 72,404 SH   DFND 1 72,404 0 0
AMCOR PLC ORD G0250X107 9,521 766,005 SH   DFND 1 766,005 0 0
AMDOCS LTD SHS G02602103 3,459 41,520 SH   DFND 1 41,520 0 0
AMEDISYS INC COM 023436108 1,782 16,956 SH   DFND 1 16,956 0 0
AMERCO COM 023586100 3,895 8,144 SH   DFND 1 8,144 0 0
AMEREN CORP COM 023608102 3,243 35,889 SH   DFND 1 35,889 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 273 21,547 SH   DFND 1 21,547 0 0
AMERICAN ELEC PWR CO INC COM 025537101 6,811 70,993 SH   DFND 1 70,993 0 0
AMERICAN EXPRESS CO COM 025816109 35,696 257,510 SH   DFND 1 257,510 0 0
AMERICAN FINL GROUP INC OH COM 025932104 9,690 69,810 SH   DFND 1 69,810 0 0
AMERICAN FINL GROUP INC OH COM 025932104 2,795 20,136 SH   SOLE 4 20,136 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 10,599 299,082 SH   DFND 2 0 299,082 0
AMERICAN HOMES 4 RENT CL A 02665T306 2,138 60,316 SH   SOLE 4 60,316 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 7,026 137,412 SH   DFND 1 137,412 0 0
AMERICAN TOWER CORP NEW COM 03027X100 139,636 546,328 SH   DFND 1 546,328 0 0
AMERICAN TOWER CORP NEW COM 03027X100 20,342 79,588 SH   DFND 2 0 79,588 0
AMERICAN VANGUARD CORP COM 030371108 1,937 86,651 SH   DFND 1 86,651 0 0
AMERICAN WTR WKS CO INC NE COM 030420103 15,031 101,038 SH   DFND 1 101,038 0 0
AMERICOLD REALTY TRUST INC COM 03064D108 4,120 137,167 SH   DFND 2 0 137,167 0
AMERIPRISE FINL INC COM 03076C106 18,931 79,651 SH   DFND 1 79,651 0 0
AMERISAFE INC COM 03071H100 2,103 40,433 SH   DFND 1 40,433 0 0
AMERISOURCEBERGEN CORP COM 03073E105 2,965 20,955 SH   DFND 1 20,955 0 0
AMETEK INC COM 031100100 5,472 49,792 SH   DFND 1 49,792 0 0
AMGEN INC COM 031162100 47,023 193,273 SH   DFND 1 193,273 0 0
AMN HEALTHCARE SVCS INC COM 001744101 2,287 20,843 SH   DFND 1 20,843 0 0
AMPHASTAR PHARMACEUTICALS COM 03209R103 1,974 56,747 SH   DFND 1 56,747 0 0
AMPHENOL CORP NEW CL A 032095101 5,320 82,636 SH   DFND 1 82,636 0 0
ANALOG DEVICES INC COM 032654105 36,632 250,748 SH   DFND 1 250,748 0 0
ANNALY CAPITAL MANAGEMENT COM 035710409 5,396 913,042 SH   DFND 1 913,042 0 0
ANSYS INC COM 03662Q105 20,838 87,083 SH   DFND 1 87,083 0 0
AON PLC SHS CL A G0403H108 15,812 58,632 SH   DFND 1 58,632 0 0
APA CORPORATION COM 03743Q108 12,931 370,526 SH   DFND 1 370,526 0 0
APOLLO COML REAL ESTATE FI NOTE 4.750% 03762UAB1 19,928 20,000,000 PRN   DFND 1 20,000,000 0 0
APOLLO COML REAL ESTATE FI NOTE 5.375% 03762UAC9 7,289 7,500,000 PRN   DFND 1 7,500,000 0 0
APOLLO GLOBAL MGMT INC COM 03769M106 1,595 32,898 SH   DFND 1 32,898 0 0
APPLE INC COM 037833100 822,362 6,014,938 SH   DFND 1 6,014,938 0 0
APPLIED MATLS INC COM 038222105 27,714 304,620 SH   DFND 1 304,620 0 0
APPLOVIN CORP COM CL A 03831W108 3,225 93,632 SH   DFND 1 93,632 0 0
APTIV PLC SHS G6095L109 9,898 111,122 SH   DFND 1 111,122 0 0
ARAMARK COM 03852U106 4,958 161,867 SH   DFND 1 161,867 0 0
ARCBEST CORP COM 03937C105 1,968 27,966 SH   DFND 1 27,966 0 0
ARCH CAP GROUP LTD ORD G0450A105 6,282 138,089 SH   DFND 1 138,089 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 19,779 254,878 SH   DFND 1 254,878 0 0
ARISTA NETWORKS INC COM 040413106 12,187 130,008 SH   DFND 1 130,008 0 0
ARROW ELECTRS INC COM 042735100 1,068 9,525 SH   DFND 1 9,525 0 0
ASSURANT INC COM 04621X108 4,166 24,104 SH   DFND 1 24,104 0 0
AT&T INC COM 00206R102 41,905 1,999,301 SH   DFND 1 1,999,301 0 0
ATLASSIAN CORP PLC CL A G06242104 3,607 19,246 SH   DFND 1 19,246 0 0
ATMOS ENERGY CORP COM 049560105 18,505 165,078 SH   DFND 1 165,078 0 0
ATRION CORP COM 049904105 687 1,093 SH   DFND 1 1,093 0 0
AUTODESK INC COM 052769106 44,390 258,139 SH   DFND 1 258,139 0 0
AUTOHOME INC SP ADS RP C 05278C107 16,080 408,858 SH   DFND 1 408,858 0 0
AUTOLIV INC COM 052800109 872 12,184 SH   DFND 1 12,184 0 0
AUTOMATIC DATA PROCESSING COM 053015103 31,940 152,066 SH   DFND 1 152,066 0 0
AUTONATION INC COM 05329W102 3,710 33,192 SH   DFND 1 33,192 0 0
AUTOZONE INC COM 053332102 21,657 10,077 SH   DFND 1 10,077 0 0
AVALONBAY CMNTYS INC COM 053484101 16,831 86,646 SH   DFND 1 86,646 0 0
AVALONBAY CMNTYS INC COM 053484101 10,535 54,232 SH   DFND 2 0 54,232 0
AVANGRID INC COM 05351W103 370 8,026 SH   DFND 1 8,026 0 0
AVANTOR INC COM 05352A100 18,852 606,170 SH   DFND 1 606,170 0 0
AVAYA HLDGS CORP NOTE 2.250% 05351XAB7 28,426 29,500,000 PRN   DFND 1 29,500,000 0 0
AVERY DENNISON CORP COM 053611109 2,481 15,329 SH   DFND 1 15,329 0 0
AVERY DENNISON CORP COM 053611109 1,425 8,804 SH   SOLE 4 8,804 0 0
AVIENT CORPORATION COM 05368V106 2,038 50,850 SH   SOLE 4 50,850 0 0
AXIS CAP HLDGS LTD SHS G0692U109 1,960 34,334 SH   DFND 1 34,334 0 0
BADGER METER INC COM 056525108 2,074 25,640 SH   DFND 1 25,640 0 0
BAIDU INC SPON ADR RE 056752108 21,981 147,790 SH   DFND 1 147,790 0 0
BAKER HUGHES COMPANY CL A 05722G100 17,920 620,719 SH   DFND 1 620,719 0 0
BALCHEM CORP COM 057665200 2,140 16,496 SH   DFND 1 16,496 0 0
BALL CORP COM 058498106 20,249 294,440 SH   DFND 1 294,440 0 0
BANCFIRST CORP COM 05945F103 2,083 21,762 SH   DFND 1 21,762 0 0
BANCO BRADESCO S A SP ADR PFD 059460303 50 15,368 SH   DFND 1 15,368 0 0
BANK MONTREAL QUE COM 063671101 32,290 335,769 SH   DFND 1 335,769 0 0
BANK NEW YORK MELLON CORP COM 064058100 24,470 586,670 SH   DFND 1 586,670 0 0
BANK NOVA SCOTIA B C COM 064149107 30,140 509,259 SH   DFND 1 509,259 0 0
BARRICK GOLD CORP COM 067901108 10,866 614,516 SH   DFND 1 614,516 0 0
BATH & BODY WORKS INC COM 070830104 1,139 42,327 SH   DFND 1 42,327 0 0
BAUSCH HEALTH COS INC COM 071734107 374 44,702 SH   DFND 1 44,702 0 0
BAXTER INTL INC COM 071813109 18,426 286,879 SH   DFND 1 286,879 0 0
BCE INC COM NEW 05534B760 8,741 177,830 SH   DFND 1 177,830 0 0
BEACON ROOFING SUPPLY INC COM 073685109 1,547 30,125 SH   SOLE 4 30,125 0 0
BECTON DICKINSON & CO COM 075887109 28,594 115,984 SH   DFND 1 115,984 0 0
BEIGENE LTD SPONSORED A 07725L102 3,957 24,449 SH   DFND 1 24,449 0 0
BENTLEY SYS INC NOTE 0.125% 08265TAB5 5,729 6,600,000 PRN   DFND 1 6,600,000 0 0
BERKLEY W R CORP COM 084423102 8,482 124,263 SH   DFND 1 124,263 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 20,039 49 SH   DFND 1 49 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 77,643 284,384 SH   DFND 1 284,384 0 0
BEST BUY INC COM 086516101 4,450 68,264 SH   DFND 1 68,264 0 0
BEYOND MEAT INC NOTE 3/1 08862EAB5 20,936 53,340,000 PRN   DFND 1 53,340,000 0 0
BILIBILI INC NOTE 1.250% 090040AD8 4,691 4,500,000 PRN   DFND 1 4,500,000 0 0
BILL COM HLDGS INC COM 090043100 7,618 69,293 SH   DFND 1 69,293 0 0
BIO RAD LABS INC CL A 090572207 1,489 3,009 SH   DFND 1 3,009 0 0
BIOGEN INC COM 09062X103 5,116 25,086 SH   DFND 1 25,086 0 0
BIOMARIN PHARMACEUTICAL IN COM 09061G101 2,888 34,850 SH   DFND 1 34,850 0 0
BIO-TECHNE CORP COM 09073M104 5,865 16,920 SH   DFND 1 16,920 0 0
BK OF AMERICA CORP COM 060505104 61,499 1,975,540 SH   DFND 1 1,975,540 0 0
BLACK HILLS CORP COM 092113109 1,076 14,788 SH   SOLE 4 14,788 0 0
BLACK KNIGHT INC COM 09215C105 17,117 261,765 SH   DFND 1 261,765 0 0
BLACKLINE INC NOTE 3/1 09239BAD1 40,781 51,220,000 PRN   DFND 1 51,220,000 0 0
BLACKROCK INC COM 09247X101 33,244 54,585 SH   DFND 1 54,585 0 0
BLACKSTONE INC COM 09260D107 12,929 141,717 SH   DFND 1 141,717 0 0
BLOCK H & R INC COM 093671105 3,901 110,445 SH   DFND 1 110,445 0 0
BLOCK INC CL A 852234103 9,637 156,800 SH   DFND 1 156,800 0 0
BLOCK INC NOTE 5/0 852234AJ2 6,688 8,470,000 PRN   DFND 1 8,470,000 0 0
BLOOM ENERGY CORP NOTE 2.500% 093712AH0 3,092 2,500,000 PRN   DFND 1 2,500,000 0 0
BOEING CO COM 097023105 16,491 120,622 SH   DFND 1 120,622 0 0
BOISE CASCADE CO DEL COM 09739D100 1,624 27,295 SH   DFND 1 27,295 0 0
BOOKING HOLDINGS INC COM 09857L108 23,903 13,667 SH   DFND 1 13,667 0 0
BOOT BARN HLDGS INC COM 099406100 1,817 26,365 SH   DFND 1 26,365 0 0
BOOZ ALLEN HAMILTON HLDG C CL A 099502106 51,358 568,366 SH   DFND 1 568,366 0 0
BORGWARNER INC COM 099724106 2,571 77,055 SH   DFND 1 77,055 0 0
BOSTON PROPERTIES INC COM 101121101 17,029 191,375 SH   DFND 1 191,375 0 0
BOSTON SCIENTIFIC CORP COM 101137107 9,529 255,675 SH   DFND 1 255,675 0 0
BRADY CORP CL A 104674106 2,059 43,576 SH   DFND 1 43,576 0 0
BRIDGEBIO PHARMA INC NOTE 2.500% 10806XAB8 8,384 15,000,000 PRN   DFND 1 15,000,000 0 0
BRIDGEBIO PHARMA INC NOTE 2.250% 10806XAD4 8,022 20,000,000 PRN   DFND 1 20,000,000 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 57,144 742,133 SH   DFND 1 742,133 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 1,222 60,464 SH   SOLE 4 60,464 0 0
BROADCOM INC COM 11135F101 89,440 184,104 SH   DFND 1 184,104 0 0
BROADMARK RLTY CAP INC COM 11135B100 1,905 283,879 SH   DFND 1 283,879 0 0
BROADRIDGE FINL SOLUTIONS COM 11133T103 6,069 42,574 SH   DFND 1 42,574 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT 112585104 22,795 512,402 SH   DFND 1 512,402 0 0
BROWN & BROWN INC COM 115236101 3,834 65,714 SH   DFND 1 65,714 0 0
BROWN FORMAN CORP CL B 115637209 18,701 266,555 SH   DFND 1 266,555 0 0
BUCKLE INC COM 118440106 1,861 67,211 SH   DFND 1 67,211 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 2,698 50,249 SH   DFND 1 50,249 0 0
BUNGE LIMITED COM G16962105 5,677 62,598 SH   DFND 1 62,598 0 0
BURLINGTON STORES INC COM 122017106 6,566 48,197 SH   DFND 1 48,197 0 0
BURLINGTON STORES INC COM 122017106 1,192 8,751 SH   SOLE 4 8,751 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 12,613 124,423 SH   DFND 1 124,423 0 0
CABLE ONE INC COM 12685J105 6,894 5,347 SH   DFND 1 5,347 0 0
CACI INTL INC CL A 127190304 2,054 7,289 SH   DFND 1 7,289 0 0
CADENCE BANK COM 12740C103 858 36,522 SH   SOLE 4 36,522 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 14,099 93,977 SH   DFND 1 93,977 0 0
CAE INC COM 124765108 1,007 40,870 SH   DFND 1 40,870 0 0
CAESARS ENTERTAINMENT INC COM 12769G100 1,106 28,885 SH   DFND 1 28,885 0 0
CALIFORNIA RES CORP COM STOCK 13057Q305 1,794 46,596 SH   DFND 1 46,596 0 0
CALIX INC com 13100M509 1,961 57,433 SH   DFND 1 57,433 0 0
CAMDEN PPTY TR SH BEN INT 133131102 1,890 14,056 SH   DFND 1 14,056 0 0
CAMECO CORP COM 13321L108 2,023 96,243 SH   DFND 1 96,243 0 0
CAMPBELL SOUP CO COM 134429109 7,072 147,187 SH   DFND 1 147,187 0 0
CANADIAN IMP BK COMM COM 136069101 24,433 503,111 SH   DFND 1 503,111 0 0
CANADIAN NAT RES LTD COM 136385101 8,691 161,725 SH   DFND 1 161,725 0 0
CANADIAN NATL RY CO COM 136375102 18,615 165,484 SH   DFND 1 165,484 0 0
CANADIAN PAC RY LTD COM 13645T100 9,185 131,497 SH   DFND 1 131,497 0 0
CANOPY GROWTH CORP COM 138035100 208 73,028 SH   DFND 1 73,028 0 0
CAPITAL ONE FINL CORP COM 14040H105 7,958 76,381 SH   DFND 1 76,381 0 0
CARDINAL HEALTH INC COM 14149Y108 9,861 188,654 SH   DFND 1 188,654 0 0
CARLYLE GROUP INC COM 14316J108 8,062 254,652 SH   DFND 1 254,652 0 0
CARMAX INC COM 143130102 4,778 52,804 SH   DFND 1 52,804 0 0
CARNIVAL CORP COMMON STOC 143658300 1,595 184,336 SH   DFND 1 184,336 0 0
CARRIER GLOBAL CORPORATION COM 14448C104 19,434 544,987 SH   DFND 1 544,987 0 0
CARVANA CO CL A 146869102 1,828 80,953 SH   DFND 1 80,953 0 0
CATALENT INC COM 148806102 2,523 23,520 SH   DFND 1 23,520 0 0
CATERPILLAR INC COM 149123101 23,869 133,523 SH   DFND 1 133,523 0 0
CATHAY GEN BANCORP COM 149150104 1,965 50,189 SH   DFND 1 50,189 0 0
CAVCO INDS INC DEL COM 149568107 1,922 9,809 SH   DFND 1 9,809 0 0
CAVCO INDS INC DEL COM 149568107 356 1,818 SH   SOLE 4 1,818 0 0
CBOE GLOBAL MKTS INC COM 12503M108 17,618 155,648 SH   DFND 1 155,648 0 0
CBRE GROUP INC CL A 12504L109 25,696 349,080 SH   DFND 1 349,080 0 0
CDW CORP COM 12514G108 11,318 71,833 SH   DFND 1 71,833 0 0
CELANESE CORP DEL COM 150870103 5,575 47,406 SH   DFND 1 47,406 0 0
CENOVUS ENERGY INC COM 15135U109 3,357 176,425 SH   DFND 1 176,425 0 0
CENTENE CORP DEL COM 15135B101 20,736 245,072 SH   DFND 1 245,072 0 0
CENTERPOINT ENERGY INC COM 15189T107 2,497 84,401 SH   DFND 1 84,401 0 0
CERIDIAN HCM HLDG INC COM 15677J108 879 18,662 SH   DFND 1 18,662 0 0
CERIDIAN HCM HLDG INC NOTE 0.250% 15677JAD0 17,297 21,890,000 PRN   DFND 1 21,890,000 0 0
CF INDS HLDGS INC COM 125269100 19,556 228,107 SH   DFND 1 228,107 0 0
CGI INC CL A SUB VT 12532H104 7,591 95,291 SH   DFND 1 95,291 0 0
CHANNELADVISOR CORP COM 159179100 2,074 142,277 SH   DFND 1 142,277 0 0
CHARLES RIV LABS INTL INC COM 159864107 8,679 40,562 SH   DFND 1 40,562 0 0
CHARTER COMMUNICATIONS INC CL A 16119P108 13,174 28,117 SH   DFND 1 28,117 0 0
CHECK POINT SOFTWARE TECH ORD M22465104 1,769 14,524 SH   DFND 1 14,524 0 0
CHEMED CORP NEW COM 16359R103 1,959 4,174 SH   DFND 1 4,174 0 0
CHEMOURS CO COM 163851108 970 30,283 SH   DFND 1 30,283 0 0
CHENIERE ENERGY INC COM NEW 16411R208 31,891 239,729 SH   DFND 1 239,729 0 0
CHEVRON CORP NEW COM 166764100 66,556 459,705 SH   DFND 1 459,705 0 0
CHEWY INC CL A 16679L109 310 8,916 SH   DFND 1 8,916 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 15,437 11,809 SH   DFND 1 11,809 0 0
CHUBB LIMITED COM H1467J104 27,332 139,038 SH   DFND 1 139,038 0 0
CHURCH & DWIGHT CO INC COM 171340102 23,830 257,178 SH   DFND 1 257,178 0 0
CIGNA CORP NEW COM 125523100 38,450 145,908 SH   DFND 1 145,908 0 0
CINCINNATI FINL CORP COM 172062101 13,904 116,861 SH   DFND 1 116,861 0 0
CINTAS CORP COM 172908105 17,692 47,364 SH   DFND 1 47,364 0 0
CIRRUS LOGIC INC COM 172755100 1,872 25,807 SH   DFND 1 25,807 0 0
CISCO SYS INC COM 17275R102 62,474 1,465,143 SH   DFND 1 1,465,143 0 0
CITIGROUP INC COM NEW 172967424 31,686 688,969 SH   DFND 1 688,969 0 0
CITIZENS FINL GROUP INC COM 174610105 14,384 403,030 SH   DFND 1 403,030 0 0
CITRIX SYS INC COM 177376100 9,792 100,771 SH   DFND 1 100,771 0 0
CLARIVATE PLC ORD SHS G21810109 908 65,515 SH   DFND 1 65,515 0 0
CLEVELAND-CLIFFS INC NEW COM 185899101 2,656 172,807 SH   DFND 1 172,807 0 0
CLOROX CO DEL COM 189054109 14,806 105,022 SH   DFND 1 105,022 0 0
CLOUDFLARE INC CL A COM 18915M107 2,127 48,616 SH   DFND 1 48,616 0 0
CME GROUP INC COM 12572Q105 25,543 124,784 SH   DFND 1 124,784 0 0
CMS ENERGY CORP COM 125896100 2,752 40,769 SH   DFND 1 40,769 0 0
CNH INDL N V SHS N20944109 12,305 1,066,948 SH   DFND 1 1,066,948 0 0
COCA COLA CO COM 191216100 80,709 1,282,922 SH   DFND 1 1,282,922 0 0
COCA-COLA EUROPACIFIC PART SHS G25839104 3,720 72,083 SH   DFND 1 72,083 0 0
COGNEX CORP COM 192422103 2,226 52,349 SH   DFND 1 52,349 0 0
COGNIZANT TECHNOLOGY SOLUT CL A 192446102 14,268 211,403 SH   DFND 1 211,403 0 0
COHEN & STEERS INC COM 19247A100 1,177 18,502 SH   DFND 1 18,502 0 0
COINBASE GLOBAL INC COM CL A 19260Q107 7,395 157,272 SH   DFND 1 157,272 0 0
COLGATE PALMOLIVE CO COM 194162103 35,413 441,883 SH   DFND 1 441,883 0 0
COLUMBIA SPORTSWEAR CO COM 198516106 1,921 26,840 SH   DFND 1 26,840 0 0
COLUMBIA SPORTSWEAR CO COM 198516106 768 10,725 SH   SOLE 4 10,725 0 0
COMCAST CORP NEW CL A 20030N101 131,574 3,353,069 SH   DFND 1 3,353,069 0 0
COMERICA INC COM 200340107 1,361 18,547 SH   DFND 1 18,547 0 0
COMFORT SYS USA INC COM 199908104 1,969 23,684 SH   DFND 1 23,684 0 0
COMMERCE BANCSHARES INC COM 200525103 1,027 15,645 SH   DFND 1 15,645 0 0
COMPANIA DE MINAS BUENAVEN SPONSORED A 204448104 758 114,859 SH   DFND 1 114,859 0 0
CONAGRA BRANDS INC COM 205887102 2,267 66,201 SH   DFND 1 66,201 0 0
CONOCOPHILLIPS COM 20825C104 17,189 191,393 SH   DFND 1 191,393 0 0
CONSOLIDATED EDISON INC COM 209115104 25,397 267,051 SH   DFND 1 267,051 0 0
CONSTELLATION BRANDS INC CL A 21036P108 9,475 40,655 SH   DFND 1 40,655 0 0
CONSTELLATION ENERGY CORP COM 21037T109 7,911 138,157 SH   DFND 1 138,157 0 0
CONTINENTAL RES INC COM 212015101 915 14,008 SH   DFND 1 14,008 0 0
COOPER COS INC COM NEW 216648402 9,695 30,964 SH   DFND 1 30,964 0 0
COPART INC COM 217204106 9,981 91,858 SH   DFND 1 91,858 0 0
CORNING INC COM 219350105 18,050 572,828 SH   DFND 1 572,828 0 0
CORTEVA INC COM 22052L104 7,421 137,070 SH   DFND 1 137,070 0 0
CORVEL CORP COM 221006109 2,072 14,072 SH   DFND 1 14,072 0 0
COSTAR GROUP INC COM 22160N109 10,246 169,611 SH   DFND 1 169,611 0 0
COSTCO WHSL CORP NEW COM 22160K105 85,858 179,139 SH   DFND 1 179,139 0 0
COTERRA ENERGY INC COM 127097103 6,857 265,890 SH   DFND 1 265,890 0 0
COUPA SOFTWARE INC COM 22266L106 600 10,502 SH   DFND 1 10,502 0 0
COUPA SOFTWARE INC NOTE 0.125% 22266LAC0 24,834 30,000,000 PRN   DFND 1 30,000,000 0 0
COUPA SOFTWARE INC NOTE 0.375% 22266LAF3 10,521 14,045,000 PRN   DFND 1 14,045,000 0 0
COUPANG INC CL A 22266T109 1,031 80,875 SH   DFND 1 80,875 0 0
COURSERA INC COM 22266M104 246 17,351 SH   DFND 1 17,351 0 0
CRANE HLDGS CO COM 224441105 2,687 30,683 SH   SOLE 4 30,683 0 0
CREDICORP LTD COM G2519Y108 5,567 46,426 SH   DFND 1 46,426 0 0
CROWDSTRIKE HLDGS INC CL A 22788C105 5,201 30,858 SH   DFND 1 30,858 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 25,004 148,496 SH   DFND 1 148,496 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 10,861 64,505 SH   DFND 2 0 64,505 0
CROWN HLDGS INC COM 228368106 13,514 146,620 SH   DFND 1 146,620 0 0
CSX CORP COM 126408103 19,663 676,638 SH   DFND 1 676,638 0 0
CUBESMART COM 229663109 13,028 304,959 SH   DFND 2 0 304,959 0
CUMMINS INC COM 231021106 14,539 75,123 SH   DFND 1 75,123 0 0
CVS HEALTH CORP COM 126650100 39,826 429,809 SH   DFND 1 429,809 0 0
D R HORTON INC COM 23331A109 4,441 67,094 SH   DFND 1 67,094 0 0
DADA NEXUS LTD ADS 23344D108 5,242 646,367 SH   DFND 1 646,367 0 0
DANAHER CORPORATION COM 235851102 43,992 173,524 SH   DFND 1 173,524 0 0
DAQO NEW ENERGY CORP SPNSRD ADS 23703Q203 2,209 30,952 SH   DFND 1 30,952 0 0
DARDEN RESTAURANTS INC COM 237194105 2,030 17,945 SH   DFND 1 17,945 0 0
DARLING INGREDIENTS INC COM 237266101 248 4,140 SH   DFND 1 4,140 0 0
DATADOG INC CL A COM 23804L103 14,133 148,390 SH   DFND 1 148,390 0 0
DAVITA INC COM 23918K108 11,192 139,971 SH   DFND 1 139,971 0 0
DECKERS OUTDOOR CORP COM 243537107 2,010 7,871 SH   DFND 1 7,871 0 0
DEERE & CO COM 244199105 36,383 121,492 SH   DFND 1 121,492 0 0
DELL TECHNOLOGIES INC CL C 24703L202 2,640 57,136 SH   DFND 1 57,136 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 5,505 190,037 SH   DFND 1 190,037 0 0
DENTSPLY SIRONA INC COM 24906P109 1,102 30,837 SH   DFND 1 30,837 0 0
DEUTSCHE BANK A G NAMEN AKT D18190898 17,799 2,044,088 SH   DFND 1 2,044,088 0 0
DEVON ENERGY CORP NEW COM 25179M103 17,004 308,539 SH   DFND 1 308,539 0 0
DEVON ENERGY CORP NEW COM 25179M103 3,972 72,076 SH   SOLE 4 72,076 0 0
DEXCOM INC COM 252131107 21,729 291,550 SH   DFND 1 291,550 0 0
DIAMONDBACK ENERGY INC COM 25278X109 16,113 132,997 SH   DFND 1 132,997 0 0
DIAMONDBACK ENERGY INC COM 25278X109 2,554 21,081 SH   SOLE 4 21,081 0 0
DIGITAL RLTY TR INC COM 253868103 12,098 93,184 SH   DFND 1 93,184 0 0
DIGITAL RLTY TR INC COM 253868103 22,177 170,817 SH   DFND 2 0 170,817 0
DINE BRANDS GLOBAL INC COM 254423106 745 11,444 SH   SOLE 4 11,444 0 0
DIODES INC COM 254543101 1,826 28,282 SH   DFND 1 28,282 0 0
DISCOVER FINL SVCS COM 254709108 14,244 150,600 SH   DFND 1 150,600 0 0
DISH NETWORK CORPORATION CL A 25470M109 3,809 212,423 SH   DFND 1 212,423 0 0
DISNEY WALT CO COM 254687106 55,213 584,882 SH   DFND 1 584,882 0 0
DOCUSIGN INC COM 256163106 2,220 38,691 SH   DFND 1 38,691 0 0
DOCUSIGN INC NOTE 1/1 256163AD8 36,688 40,000,000 PRN   DFND 1 40,000,000 0 0
DOLBY LABORATORIES INC COM CL A 25659T107 1,912 26,717 SH   DFND 1 26,717 0 0
DOLLAR GEN CORP NEW COM 256677105 25,358 103,315 SH   DFND 1 103,315 0 0
DOLLAR TREE INC COM 256746108 12,705 81,518 SH   DFND 1 81,518 0 0
DOMINION ENERGY INC COM 25746U109 9,100 114,015 SH   DFND 1 114,015 0 0
DOMINOS PIZZA INC COM 25754A201 13,143 33,724 SH   DFND 1 33,724 0 0
DOORDASH INC CL A 25809K105 3,870 60,306 SH   DFND 1 60,306 0 0
DORMAN PRODS INC COM 258278100 2,198 20,033 SH   DFND 1 20,033 0 0
DOUGLAS EMMETT INC COM 25960P109 2,093 93,522 SH   DFND 2 0 93,522 0
DOVER CORP COM 260003108 19,972 164,623 SH   DFND 1 164,623 0 0
DOW INC COM 260557103 17,140 332,110 SH   DFND 1 332,110 0 0
DR REDDYS LABS LTD ADR 256135203 239 4,315 SH   DFND 1 4,315 0 0
DRAFTKINGS INC NEW NOTE 3/1 26142RAB0 7,222 12,000,000 PRN   DFND 1 12,000,000 0 0
DRAFTKINGS INC NEW COM CL A 26142V105 530 45,401 SH   DFND 1 45,401 0 0
DROPBOX INC CL A 26210C104 6,392 304,548 SH   DFND 1 304,548 0 0
DROPBOX INC NOTE 3/0 26210CAC8 35,964 40,000,000 PRN   DFND 1 40,000,000 0 0
DTE ENERGY CO COM 233331107 3,450 27,216 SH   DFND 1 27,216 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 11,670 108,853 SH   DFND 1 108,853 0 0
DUKE REALTY CORP COM NEW 264411505 8,389 152,672 SH   DFND 1 152,672 0 0
DUPONT DE NEMOURS INC COM 26614N102 4,038 72,646 SH   DFND 1 72,646 0 0
DYNATRACE INC COM NEW 268150109 3,956 100,303 SH   DFND 1 100,303 0 0
EAGLE BANCORP INC MD COM 268948106 1,991 41,990 SH   DFND 1 41,990 0 0
EASTMAN CHEM CO COM 277432100 3,462 38,564 SH   DFND 1 38,564 0 0
EATON CORP PLC SHS G29183103 21,768 172,775 SH   DFND 1 172,775 0 0
EBAY INC. COM 278642103 16,990 407,724 SH   DFND 1 407,724 0 0
ECOLAB INC COM 278865100 24,999 162,586 SH   DFND 1 162,586 0 0
EDISON INTL COM 281020107 17,601 278,319 SH   DFND 1 278,319 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 28,119 295,711 SH   DFND 1 295,711 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 8,144 414,857 SH   DFND 1 414,857 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 1,788 91,061 SH   SOLE 4 91,061 0 0
ELECTRONIC ARTS INC COM 285512109 24,079 197,935 SH   DFND 1 197,935 0 0
ELEVANCE HEALTH INC COM 036752103 35,430 73,417 SH   DFND 1 73,417 0 0
EMBECTA CORP COMMON STOC 29082K105 209 8,246 SH   DFND 1 8,246 0 0
EMCOR GROUP INC COM 29084Q100 2,001 19,436 SH   DFND 1 19,436 0 0
EMERSON ELEC CO COM 291011104 25,912 325,769 SH   DFND 1 325,769 0 0
ENBRIDGE INC COM 29250N105 22,525 533,344 SH   DFND 1 533,344 0 0
ENPHASE ENERGY INC COM 29355A107 3,607 18,474 SH   DFND 1 18,474 0 0
ENPHASE ENERGY INC NOTE 3/0 29355AAH0 13,379 13,475,000 PRN   DFND 1 13,475,000 0 0
ENPHASE ENERGY INC NOTE 3/0 29355AAK3 39,191 39,400,000 PRN   DFND 1 39,400,000 0 0
ENTEGRIS INC COM 29362U104 3,492 37,907 SH   DFND 1 37,907 0 0
ENTERGY CORP NEW COM 29364G103 27,141 240,950 SH   DFND 1 240,950 0 0
ENVISTA HOLDINGS CORPORATI COM 29415F104 1,475 38,261 SH   SOLE 4 38,261 0 0
EOG RES INC COM 26875P101 34,810 315,190 SH   DFND 1 315,190 0 0
EPAM SYS INC COM 29414B104 10,880 36,909 SH   DFND 1 36,909 0 0
EQT CORP COM 26884L109 2,470 71,794 SH   DFND 1 71,794 0 0
EQT CORP COM 26884L109 1,626 47,271 SH   SOLE 4 47,271 0 0
EQUIFAX INC COM 294429105 89,637 490,408 SH   DFND 1 490,408 0 0
EQUINIX INC COM 29444U700 25,412 38,677 SH   DFND 1 38,677 0 0
EQUINIX INC COM 29444U700 9,370 14,262 SH   DFND 2 0 14,262 0
EQUITABLE HLDGS INC COM 29452E101 8,444 323,908 SH   DFND 1 323,908 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 1,759 24,960 SH   DFND 1 24,960 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 12,114 171,898 SH   DFND 2 0 171,898 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 18,360 254,229 SH   DFND 1 254,229 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 8,584 118,865 SH   DFND 2 0 118,865 0
ERIE INDTY CO CL A 29530P102 2,258 11,747 SH   DFND 1 11,747 0 0
ESSENT GROUP LTD COM G3198U102 1,932 49,671 SH   DFND 1 49,671 0 0
ESSENTIAL UTILS INC COM 29670G102 15,083 328,974 SH   DFND 1 328,974 0 0
ESSEX PPTY TR INC COM 297178105 6,269 23,972 SH   DFND 1 23,972 0 0
ESSEX PPTY TR INC COM 297178105 10,014 38,292 SH   DFND 2 0 38,292 0
ETHAN ALLEN INTERIORS INC COM 297602104 1,868 92,406 SH   DFND 1 92,406 0 0
ETSY INC COM 29786A106 1,304 17,815 SH   DFND 1 17,815 0 0
ETSY INC NOTE 0.125% 29786AAJ5 4,022 3,567,000 PRN   DFND 1 3,567,000 0 0
EVERCORE INC CLASS A 29977A105 604 6,453 SH   DFND 1 6,453 0 0
EVEREST RE GROUP LTD COM G3223R108 9,828 35,064 SH   DFND 1 35,064 0 0
EVERGY INC COM 30034W106 2,111 32,359 SH   DFND 1 32,359 0 0
EVERSOURCE ENERGY COM 30040W108 35,022 414,605 SH   DFND 1 414,605 0 0
EXACT SCIENCES CORP COM 30063P105 2,139 54,298 SH   DFND 1 54,298 0 0
EXACT SCIENCES CORP NOTE 1.000% 30063PAA3 4,179 4,500,000 PRN   DFND 1 4,500,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 30063PAC9 21,506 31,250,000 PRN   DFND 1 31,250,000 0 0
EXELON CORP COM 30161N101 19,132 422,150 SH   DFND 1 422,150 0 0
EXLSERVICE HOLDINGS INC COM 302081104 2,143 14,544 SH   DFND 1 14,544 0 0
EXPEDIA GROUP INC COM NEW 30212P303 2,228 23,495 SH   DFND 1 23,495 0 0
EXPEDITORS INTL WASH INC COM 302130109 7,725 79,259 SH   DFND 1 79,259 0 0
EXPONENT INC COM 30214U102 2,105 23,016 SH   DFND 1 23,016 0 0
EXTRA SPACE STORAGE INC COM 30225T102 3,741 21,988 SH   DFND 1 21,988 0 0
EXTRA SPACE STORAGE INC COM 30225T102 17,199 101,101 SH   DFND 2 0 101,101 0
EXXON MOBIL CORP COM 30231G102 82,388 962,024 SH   DFND 1 962,024 0 0
F5 INC COM 315616102 3,239 21,162 SH   DFND 1 21,162 0 0
FABRINET SHS G3323L100 1,974 24,341 SH   DFND 1 24,341 0 0
FACTSET RESH SYS INC COM 303075105 11,395 29,630 SH   DFND 1 29,630 0 0
FAIR ISAAC CORP COM 303250104 60,699 151,408 SH   DFND 1 151,408 0 0
FARFETCH LTD ORD SH CL A 30744W107 311 43,490 SH   DFND 1 43,490 0 0
FASTENAL CO COM 311900104 17,250 345,549 SH   DFND 1 345,549 0 0
FASTLY INC NOTE 3/1 31188VAB6 28,319 38,750,000 PRN   DFND 1 38,750,000 0 0
FEDERAL RLTY INVT TR NEW SH BEN INT 313745101 1,055 11,024 SH   DFND 1 11,024 0 0
FEDEX CORP COM 31428X106 19,776 87,229 SH   DFND 1 87,229 0 0
FERGUSON PLC NEW SHS G3421J106 63,440 567,814 SH   DFND 1 567,814 0 0
FERRARI N V COM N3167Y103 15,513 84,607 SH   DFND 1 84,607 0 0
FIDELITY NATIONAL FINANCIA FNF GROUP C 31620R303 4,872 131,820 SH   DFND 1 131,820 0 0
FIDELITY NATL INFORMATION COM 31620M106 46,691 509,336 SH   DFND 1 509,336 0 0
FIFTH THIRD BANCORP COM 316773100 12,658 376,716 SH   DFND 1 376,716 0 0
FIRST AMERN FINL CORP com 31847R102 1,874 35,418 SH   DFND 1 35,418 0 0
FIRST FNDTN INC COM 32026V104 1,902 92,883 SH   DFND 1 92,883 0 0
FIRST HAWAIIAN INC COM 32051X108 649 28,599 SH   DFND 1 28,599 0 0
FIRST REP BK SAN FRANCISCO COM 33616C100 67,663 469,231 SH   DFND 1 469,231 0 0
FIRSTENERGY CORP COM 337932107 2,970 77,355 SH   DFND 1 77,355 0 0
FISERV INC COM 337738108 27,168 305,360 SH   DFND 1 305,360 0 0
FIVE9 INC NOTE 0.500% 338307AD3 19,478 20,000,000 PRN   DFND 1 20,000,000 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 4,959 23,600 SH   DFND 1 23,600 0 0
FLEX LTD ORD Y2573F102 956 66,058 SH   DFND 1 66,058 0 0
FMC CORP COM NEW 302491303 3,850 35,980 SH   DFND 1 35,980 0 0
FORD MTR CO DEL COM 345370860 13,520 1,214,718 SH   DFND 1 1,214,718 0 0
FORTINET INC COM 34959E109 17,947 317,198 SH   DFND 1 317,198 0 0
FORTIS INC COM 349553107 18,454 390,355 SH   DFND 1 390,355 0 0
FORTIVE CORP COM 34959J108 9,510 174,875 SH   DFND 1 174,875 0 0
FORTUNE BRANDS HOME & SEC COM 34964C106 2,025 33,822 SH   DFND 1 33,822 0 0
FORWARD AIR CORP COM 349853101 2,006 21,810 SH   DFND 1 21,810 0 0
FOX CORP CL A COM 35137L105 3,161 98,279 SH   DFND 1 98,279 0 0
FOX CORP CL B COM 35137L204 1,664 56,026 SH   DFND 1 56,026 0 0
FRANCO NEV CORP COM 351858105 8,933 67,904 SH   DFND 1 67,904 0 0
FRANKLIN RESOURCES INC COM 354613101 930 39,880 SH   DFND 1 39,880 0 0
FREEPORT-MCMORAN INC CL B 35671D857 9,661 330,175 SH   DFND 1 330,175 0 0
FTI CONSULTING INC COM 302941109 2,175 12,028 SH   DFND 1 12,028 0 0
FULLER H B CO COM 359694106 2,068 34,353 SH   SOLE 4 34,353 0 0
FUTU HLDGS LTD SPON ADS CL 36118L106 3,142 60,175 SH   DFND 1 60,175 0 0
G III APPAREL GROUP LTD COM 36237H101 1,155 57,103 SH   DFND 1 57,103 0 0
GALLAGHER ARTHUR J & CO COM 363576109 5,372 32,946 SH   DFND 1 32,946 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 2,446 53,338 SH   SOLE 4 53,338 0 0
GARMIN LTD SHS H2906T109 9,971 101,483 SH   DFND 1 101,483 0 0
GARTNER INC COM 366651107 13,612 56,286 SH   DFND 1 56,286 0 0
GENERAC HLDGS INC COM 368736104 24,007 114,004 SH   DFND 1 114,004 0 0
GENERAL DYNAMICS CORP COM 369550108 13,736 62,082 SH   DFND 1 62,082 0 0
GENERAL ELECTRIC CO COM NEW 369604301 10,178 159,848 SH   DFND 1 159,848 0 0
GENERAL MLS INC COM 370334104 31,807 421,568 SH   DFND 1 421,568 0 0
GENERAL MTRS CO COM 37045V100 12,755 401,599 SH   DFND 1 401,599 0 0
GENPACT LIMITED SHS G3922B107 1,971 46,529 SH   DFND 1 46,529 0 0
GENTEX CORP COM 371901109 2,860 102,260 SH   DFND 1 102,260 0 0
GENTHERM INC COM 37253A103 1,920 30,761 SH   DFND 1 30,761 0 0
GENUINE PARTS CO COM 372460105 16,933 127,315 SH   DFND 1 127,315 0 0
GILEAD SCIENCES INC COM 375558103 33,241 537,788 SH   DFND 1 537,788 0 0
GLOBAL PMTS INC COM 37940X102 17,705 160,025 SH   DFND 1 160,025 0 0
GLOBE LIFE INC COM 37959E102 1,230 12,620 SH   DFND 1 12,620 0 0
GLOBUS MED INC CL A 379577208 1,847 32,891 SH   DFND 1 32,891 0 0
GODADDY INC CL A 380237107 1,648 23,689 SH   DFND 1 23,689 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 24,832 83,603 SH   DFND 1 83,603 0 0
GOSSAMER BIO INC NOTE 5.000% 38341PAA0 13,736 18,500,000 PRN   DFND 1 18,500,000 0 0
GRAB HOLDINGS LIMITED CLASS A ORD G4124C109 4,878 1,928,031 SH   DFND 1 1,928,031 0 0
GRAB HOLDINGS LIMITED CLASS A ORD G4124C109 1,365 539,591 SH   DFND 2 0 539,591 0
GRACO INC COM 384109104 1,955 32,906 SH   DFND 1 32,906 0 0
GRACO INC COM 384109104 733 12,336 SH   SOLE 4 12,336 0 0
GRAINGER W W INC COM 384802104 26,975 59,360 SH   DFND 1 59,360 0 0
GRAND CANYON ED INC COM 38526M106 4,089 43,417 SH   DFND 1 43,417 0 0
GUARDANT HEALTH INC NOTE 11/1 40131MAB5 7,005 11,140,000 PRN   DFND 1 11,140,000 0 0
GXO LOGISTICS INCORPORATED COMMON STOC 36262G101 610 14,102 SH   DFND 1 14,102 0 0
HAEMONETICS CORP MASS NOTE 3/0 405024AB6 30,510 38,300,000 PRN   DFND 1 38,300,000 0 0
HALLIBURTON CO COM 406216101 27,697 883,201 SH   DFND 1 883,201 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 426 9,673 SH   DFND 1 9,673 0 0
HALOZYME THERAPEUTICS INC NOTE 0.250% 40637HAD1 30,584 34,500,000 PRN   DFND 1 34,500,000 0 0
HARTFORD FINL SVCS GROUP I COM 416515104 5,667 86,607 SH   DFND 1 86,607 0 0
HASBRO INC COM 418056107 16,535 201,942 SH   DFND 1 201,942 0 0
HAVERTY FURNITURE COS INC COM 419596101 1,755 75,731 SH   DFND 1 75,731 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 1,925 47,062 SH   DFND 1 47,062 0 0
HCA HEALTHCARE INC COM 40412C101 19,617 116,725 SH   DFND 1 116,725 0 0
HDFC BANK LTD SPONSORED A 40415F101 3,044 55,392 SH   DFND 1 55,392 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 2,656 95,163 SH   DFND 2 0 95,163 0
HEALTHPEAK PROPERTIES INC COM 42250P103 11,422 440,826 SH   DFND 1 440,826 0 0
HEALTHPEAK PROPERTIES INC COM 42250P103 14,046 542,089 SH   DFND 2 0 542,089 0
HEICO CORP NEW COM 422806109 2,836 21,627 SH   DFND 1 21,627 0 0
HEICO CORP NEW COM 422806109 2,221 16,936 SH   SOLE 4 16,936 0 0
HEICO CORP NEW CL A 422806208 3,308 31,392 SH   DFND 1 31,392 0 0
HELEN OF TROY LTD COM G4388N106 2,109 12,987 SH   SOLE 4 12,987 0 0
HELIOS TECHNOLOGIES INC COM 42328H109 1,338 20,192 SH   SOLE 4 20,192 0 0
HENRY JACK & ASSOC INC COM 426281101 56,372 313,145 SH   DFND 1 313,145 0 0
HENRY SCHEIN INC COM 806407102 6,360 82,876 SH   DFND 1 82,876 0 0
HERSHEY CO COM 427866108 29,150 135,479 SH   DFND 1 135,479 0 0
HESS CORP COM 42809H107 35,737 337,332 SH   DFND 1 337,332 0 0
HEWLETT PACKARD ENTERPRISE COM 42824C109 8,105 611,245 SH   DFND 1 611,245 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 15,083 135,345 SH   DFND 1 135,345 0 0
HOLOGIC INC COM 436440101 15,419 222,491 SH   DFND 1 222,491 0 0
HOME DEPOT INC COM 437076102 156,795 571,683 SH   DFND 1 571,683 0 0
HONEYWELL INTL INC COM 438516106 46,531 267,711 SH   DFND 1 267,711 0 0
HORIZON THERAPEUTICS PUB L SHS G46188101 20,887 261,867 SH   DFND 1 261,867 0 0
HORMEL FOODS CORP COM 440452100 18,537 391,416 SH   DFND 1 391,416 0 0
HOST HOTELS & RESORTS INC COM 44107P104 3,379 215,524 SH   DFND 1 215,524 0 0
HOULIHAN LOKEY INC CL A 441593100 1,932 24,483 SH   DFND 1 24,483 0 0
HOWMET AEROSPACE INC COM 443201108 3,278 104,243 SH   DFND 1 104,243 0 0
HP INC COM 40434L105 26,569 810,526 SH   DFND 1 810,526 0 0
HUAZHU GROUP LTD SPONSORED A 44332N106 3,852 101,100 SH   DFND 1 101,100 0 0
HUBBELL INC COM 443510607 46,277 259,139 SH   DFND 1 259,139 0 0
HUBBELL INC COM 443510607 1,274 7,132 SH   SOLE 4 7,132 0 0
HUBSPOT INC COM 443573100 8,863 29,479 SH   DFND 1 29,479 0 0
HUDSON PAC PPTYS INC COM 444097109 961 64,740 SH   SOLE 4 64,740 0 0
HUMANA INC COM 444859102 23,069 49,286 SH   DFND 1 49,286 0 0
HUNT J B TRANS SVCS INC COM 445658107 16,503 104,801 SH   DFND 1 104,801 0 0
HUNTINGTON BANCSHARES INC COM 446150104 17,204 1,430,061 SH   DFND 1 1,430,061 0 0
HUNTINGTON INGALLS INDS IN COM 446413106 1,635 7,504 SH   DFND 1 7,504 0 0
HUNTSMAN CORP COM 447011107 3,544 125,007 SH   DFND 1 125,007 0 0
HUTCHMED CHINA LTD SPONSORED A 44842L103 575 45,500 SH   DFND 1 45,500 0 0
IAC INTERACTIVECORP NEW COM NEW 44891N208 823 10,835 SH   DFND 1 10,835 0 0
ICICI BANK LIMITED ADR 45104G104 3,253 183,386 SH   DFND 1 183,386 0 0
ICON PLC SHS G4705A100 2,466 11,378 SH   DFND 1 11,378 0 0
IDEX CORP COM 45167R104 16,473 90,698 SH   DFND 1 90,698 0 0
IDEXX LABS INC COM 45168D104 14,980 42,711 SH   DFND 1 42,711 0 0
ILLINOIS TOOL WKS INC COM 452308109 24,175 132,647 SH   DFND 1 132,647 0 0
ILLUMINA INC COM 452327109 4,921 26,690 SH   DFND 1 26,690 0 0
IMPERIAL OIL LTD COM NEW 453038408 1,358 28,808 SH   DFND 1 28,808 0 0
INCYTE CORP COM 45337C102 25,209 331,831 SH   DFND 1 331,831 0 0
INDEPENDENT BANK GROUP INC COM 45384B106 2,123 31,266 SH   SOLE 4 31,266 0 0
INFOSYS LTD SPONSORED A 456788108 9,882 533,864 SH   DFND 1 533,864 0 0
INGERSOLL RAND INC COM 45687V106 9,358 222,391 SH   DFND 1 222,391 0 0
INGLES MKTS INC CL A 457030104 1,990 22,936 SH   DFND 1 22,936 0 0
INSMED INC NOTE 0.750% 457669AB5 20,868 25,000,000 PRN   DFND 1 25,000,000 0 0
INSTEEL INDS INC COM 45774W108 1,733 51,480 SH   DFND 1 51,480 0 0
INSULET CORP COM 45784P101 15,736 72,203 SH   DFND 1 72,203 0 0
INTEGRA LIFESCIENCES HLDGS NOTE 0.500% 457985AM1 23,312 24,625,000 PRN   DFND 1 24,625,000 0 0
INTEL CORP COM 458140100 61,679 1,648,733 SH   DFND 1 1,648,733 0 0
INTERCONTINENTAL EXCHANGE COM 45866F104 19,705 209,538 SH   DFND 1 209,538 0 0
INTERNATIONAL BUSINESS MAC COM 459200101 27,670 195,978 SH   DFND 1 195,978 0 0
INTERNATIONAL FLAVORS&FRAG COM 459506101 22,263 186,894 SH   DFND 1 186,894 0 0
INTERNATIONAL PAPER CO COM 460146103 2,198 52,545 SH   DFND 1 52,545 0 0
INTERPUBLIC GROUP COS INC COM 460690100 4,929 179,053 SH   DFND 1 179,053 0 0
INTUIT COM 461202103 61,193 158,762 SH   DFND 1 158,762 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 24,506 122,095 SH   DFND 1 122,095 0 0
INVITAE CORP COM 46185L103 99 40,650 SH   DFND 1 40,650 0 0
INVITATION HOMES INC COM 46187W107 3,023 84,975 SH   DFND 1 84,975 0 0
INVITATION HOMES INC COM 46187W107 15,475 434,949 SH   DFND 2 0 434,949 0
IONIS PHARMACEUTICALS INC NOTE 0.125% 462222AB6 52,901 60,265,000 PRN   DFND 1 60,265,000 0 0
IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2 5,112 5,600,000 PRN   DFND 1 5,600,000 0 0
IPG PHOTONICS CORP COM 44980X109 2,431 25,825 SH   DFND 1 25,825 0 0
IQIYI INC SPONSORED A 46267X108 728 173,300 SH   DFND 1 173,300 0 0
IQVIA HLDGS INC COM 46266C105 108,609 500,525 SH   DFND 1 500,525 0 0
IRADIMED CORP COM 46266A109 2,079 61,259 SH   DFND 1 61,259 0 0
IRON MTN INC NEW COM 46284V101 11,438 234,908 SH   DFND 1 234,908 0 0
ITAU UNIBANCO HLDG S A SPON ADR RE 465562106 88 20,670 SH   DFND 1 20,670 0 0
ITRON INC COM 465741106 2,163 43,759 SH   SOLE 4 43,759 0 0
ITRON INC NOTE 3/1 465741AN6 32,361 41,015,000 PRN   DFND 1 41,015,000 0 0
JABIL INC COM 466313103 2,578 50,333 SH   DFND 1 50,333 0 0
JACOBS ENGR GROUP INC COM 469814107 2,311 18,178 SH   DFND 1 18,178 0 0
JACOBS ENGR GROUP INC COM 469814107 2,853 22,438 SH   SOLE 4 22,438 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 1,811 77,031 SH   DFND 1 77,031 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 472145AD3 29,814 30,000,000 PRN   DFND 1 30,000,000 0 0
JAZZ INVESTMENTS I LTD NOTE 2.000% 472145AF8 8,237 7,000,000 PRN   DFND 1 7,000,000 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 5,887 37,737 SH   DFND 1 37,737 0 0
JD.COM INC SPON ADR CL 47215P106 33,656 524,078 SH   DFND 1 524,078 0 0
JEFFERIES FINL GROUP INC COM 47233W109 870 31,481 SH   DFND 1 31,481 0 0
JETBLUE AIRWAYS CORP NOTE 0.500% 477143AP6 7,033 9,575,000 PRN   DFND 1 9,575,000 0 0
JOHNSON & JOHNSON COM 478160104 152,839 861,017 SH   DFND 1 861,017 0 0
JOHNSON CTLS INTL PLC SHS G51502105 20,498 428,121 SH   DFND 1 428,121 0 0
JOYY INC ADS REPSTG 46591M109 892 29,859 SH   DFND 1 29,859 0 0
JOYY INC NOTE 1.375% 98426TAF3 16,750 20,000,000 PRN   DFND 1 20,000,000 0 0
JPMORGAN CHASE & CO COM 46625H100 103,075 915,329 SH   DFND 1 915,329 0 0
JUNIPER NETWORKS INC COM 48203R104 7,050 247,375 SH   DFND 1 247,375 0 0
KADANT INC COM 48282T104 1,995 10,942 SH   DFND 1 10,942 0 0
KAMAN CORP NOTE 3.250% 483548AF0 12,623 13,500,000 PRN   DFND 1 13,500,000 0 0
KANZHUN LIMITED SPONSORED A 48553T106 1,151 43,800 SH   DFND 1 43,800 0 0
KE HLDGS INC SPONSORED A 482497104 3,039 169,283 SH   DFND 1 169,283 0 0
KELLOGG CO COM 487836108 24,405 342,097 SH   DFND 1 342,097 0 0
KEURIG DR PEPPER INC COM 49271V100 17,501 494,513 SH   DFND 1 494,513 0 0
KEYCORP COM 493267108 15,947 925,565 SH   DFND 1 925,565 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 3,551 25,760 SH   DFND 1 25,760 0 0
KIMBERLY-CLARK CORP COM 494368103 24,235 179,317 SH   DFND 1 179,317 0 0
KIMCO RLTY CORP COM 49446R109 4,608 233,068 SH   DFND 1 233,068 0 0
KINDER MORGAN INC DEL COM 49456B101 26,405 1,575,472 SH   DFND 1 1,575,472 0 0
KINROSS GOLD CORP COM 496902404 233 65,461 SH   DFND 1 65,461 0 0
KINSALE CAP GROUP INC COM 49714P108 2,115 9,209 SH   DFND 1 9,209 0 0
KKR & CO INC COM 48251W104 22,182 479,206 SH   DFND 1 479,206 0 0
KKR REAL ESTATE FIN TR INC COM 48251K100 7,618 436,558 SH   DFND 2 0 436,558 0
KLA CORP COM NEW 482480100 21,476 67,305 SH   DFND 1 67,305 0 0
KNIGHT-SWIFT TRANSN HLDGS CL A 499049104 16,143 348,729 SH   DFND 1 348,729 0 0
KNOWLES CORP COM 49926D109 1,865 107,629 SH   DFND 1 107,629 0 0
KORN FERRY COM NEW 500643200 2,028 34,962 SH   DFND 1 34,962 0 0
KRAFT HEINZ CO COM 500754106 10,338 271,062 SH   DFND 1 271,062 0 0
KROGER CO COM 501044101 29,446 622,144 SH   DFND 1 622,144 0 0
KULICKE & SOFFA INDS INC COM 501242101 1,799 42,020 SH   DFND 1 42,020 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 11,336 48,371 SH   DFND 1 48,371 0 0
LAKELAND FINL CORP COM 511656100 1,905 28,678 SH   DFND 1 28,678 0 0
LAM RESEARCH CORP COM 512807108 19,215 45,090 SH   DFND 1 45,090 0 0
LAMB WESTON HLDGS INC COM 513272104 1,478 20,687 SH   DFND 1 20,687 0 0
LANDSTAR SYS INC COM 515098101 1,982 13,628 SH   DFND 1 13,628 0 0
LAS VEGAS SANDS CORP COM 517834107 4,327 128,810 SH   DFND 1 128,810 0 0
LAUDER ESTEE COS INC CL A 518439104 50,819 199,548 SH   DFND 1 199,548 0 0
LCI INDS NOTE 1.125% 501812AB7 3,625 4,000,000 PRN   DFND 1 4,000,000 0 0
LEAR CORP COM NEW 521865204 1,526 12,123 SH   DFND 1 12,123 0 0
LEGEND BIOTECH CORP SPONSORED A 52490G102 1,298 23,600 SH   DFND 1 23,600 0 0
LEIDOS HOLDINGS INC COM 525327102 9,927 98,570 SH   DFND 1 98,570 0 0
LEMAITRE VASCULAR INC COM 525558201 2,073 45,519 SH   DFND 1 45,519 0 0
LENDINGTREE INC NOTE 0.500% 52603BAD9 13,566 20,000,000 PRN   DFND 1 20,000,000 0 0
LENNAR CORP CL A 526057104 5,886 83,404 SH   DFND 1 83,404 0 0
LENNAR CORP CL B 526057302 2,057 35,037 SH   DFND 1 35,037 0 0
LEVI STRAUSS & CO NEW CL A COM ST 52736R102 302 18,486 SH   DFND 1 18,486 0 0
LI AUTO INC SPONSORED A 50202M102 10,950 285,816 SH   DFND 1 285,816 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 367 3,236 SH   DFND 1 3,236 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 9,827 84,975 SH   DFND 1 84,975 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 3,052 144,992 SH   DFND 1 144,992 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 1,803 81,622 SH   DFND 1 81,622 0 0
LIBERTY MEDIA CORP DEL COM A SIRIU 531229409 540 14,991 SH   DFND 1 14,991 0 0
LIBERTY MEDIA CORP DEL COM C SIRIU 531229607 951 26,385 SH   DFND 1 26,385 0 0
LIBERTY MEDIA CORP DEL COM SER C F 531229854 26,775 421,860 SH   DFND 1 421,860 0 0
LIFE STORAGE INC COM 53223X107 7,264 65,059 SH   DFND 2 0 65,059 0
LIGHTSPEED COMMERCE INC SUB VTG SHS 53229C107 6,251 280,333 SH   DFND 1 280,333 0 0
LILLY ELI & CO COM 532457108 77,860 240,137 SH   DFND 1 240,137 0 0
LINCOLN NATL CORP IND COM 534187109 4,135 88,405 SH   DFND 1 88,405 0 0
LINDE PLC SHS G5494J103 70,307 244,521 SH   DFND 1 244,521 0 0
LIQUIDITY SVCS INC COM 53635B107 1,956 145,547 SH   DFND 1 145,547 0 0
LITHIA MTRS INC COM 536797103 2,853 10,383 SH   DFND 1 10,383 0 0
LITTELFUSE INC COM 537008104 1,948 7,669 SH   DFND 1 7,669 0 0
LIVE NATION ENTERTAINMENT COM 538034109 10,513 127,306 SH   DFND 1 127,306 0 0
LIVE NATION ENTERTAINMENT COM 538034109 2,086 25,264 SH   SOLE 4 25,264 0 0
LIVEPERSON INC NOTE 0.750% 538146AB7 8,925 10,000,000 PRN   DFND 1 10,000,000 0 0
LKQ CORP COM 501889208 10,435 212,576 SH   DFND 1 212,576 0 0
LOEWS CORP COM 540424108 6,540 110,369 SH   DFND 1 110,369 0 0
LOGITECH INTL S A SHS H50430232 13,517 258,947 SH   DFND 1 258,947 0 0
LOUISIANA PAC CORP COM 546347105 3,393 64,732 SH   DFND 1 64,732 0 0
LOWES COS INC COM 548661107 40,711 233,072 SH   DFND 1 233,072 0 0
LPL FINL HLDGS INC COM 50212V100 12,038 65,252 SH   DFND 1 65,252 0 0
LUCID GROUP INC COM 549498103 12,754 743,222 SH   DFND 1 743,222 0 0
LUFAX HOLDING LTD ADS REP SHS 54975P102 2,407 401,200 SH   DFND 1 401,200 0 0
LULULEMON ATHLETICA INC COM 550021109 10,249 37,595 SH   DFND 1 37,595 0 0
LUMEN TECHNOLOGIES INC COM 550241103 5,780 529,781 SH   DFND 1 529,781 0 0
LYFT INC CL A COM 55087P104 2,150 161,905 SH   DFND 1 161,905 0 0
LYONDELLBASELL INDUSTRIES SHS - A - N53745100 9,371 107,141 SH   DFND 1 107,141 0 0
M & T BK CORP COM 55261F104 4,028 25,271 SH   DFND 1 25,271 0 0
MACOM TECH SOLUTIONS HLDGS NOTE 0.250% 55405YAB6 2,646 3,000,000 PRN   DFND 1 3,000,000 0 0
MACYS INC COM 55616P104 861 46,999 SH   DFND 1 46,999 0 0
MACYS INC COM 55616P104 938 51,214 SH   SOLE 4 51,214 0 0
MADDEN STEVEN LTD COM 556269108 1,828 56,754 SH   DFND 1 56,754 0 0
MAGNA INTL INC COM 559222401 2,134 38,869 SH   DFND 1 38,869 0 0
MAGNITE INC NOTE 0.250% 55955DAB6 11,100 15,000,000 PRN   DFND 1 15,000,000 0 0
MAKEMYTRIP LIMITED MAURITI SHS V5633W109 18,560 722,737 SH   DFND 1 722,737 0 0
MANHATTAN ASSOCIATES INC COM 562750109 1,944 16,966 SH   DFND 1 16,966 0 0
MANTECH INTERNATIONAL CORP CL A 564563104 1,994 20,891 SH   DFND 1 20,891 0 0
MANULIFE FINL CORP COM 56501R106 15,243 879,027 SH   DFND 1 879,027 0 0
MARATHON OIL CORP COM 565849106 12,118 539,055 SH   DFND 1 539,055 0 0
MARATHON PETE CORP COM 56585A102 25,462 309,714 SH   DFND 1 309,714 0 0
MARAVAI LIFESCIENCES HLDGS COM CL A 56600D107 1,834 64,565 SH   DFND 1 64,565 0 0
MARCUS & MILLICHAP INC COM 566324109 1,908 51,577 SH   DFND 1 51,577 0 0
MARINEMAX INC COM 567908108 1,869 51,736 SH   DFND 1 51,736 0 0
MARKEL CORP COM 570535104 4,357 3,369 SH   DFND 1 3,369 0 0
MARKETAXESS HLDGS INC COM 57060D108 5,105 19,940 SH   DFND 1 19,940 0 0
MARRIOTT INTL INC NEW CL A 571903202 22,073 162,288 SH   DFND 1 162,288 0 0
MARRIOTT VACATIONS WORLDWI NOTE 1.500% 57164YAB3 14,933 15,000,000 PRN   DFND 1 15,000,000 0 0
MARSH & MCLENNAN COS INC COM 571748102 106,898 688,553 SH   DFND 1 688,553 0 0
MARTIN MARIETTA MATLS INC COM 573284106 6,061 20,255 SH   DFND 1 20,255 0 0
MARVELL TECHNOLOGY INC COM 573874104 18,281 419,961 SH   DFND 1 419,961 0 0
MASCO CORP COM 574599106 25,338 500,749 SH   DFND 1 500,749 0 0
MASIMO CORP COM 574795100 7,457 57,064 SH   DFND 1 57,064 0 0
MASTERCARD INCORPORATED CL A 57636Q104 169,462 537,155 SH   DFND 1 537,155 0 0
MATADOR RES CO COM 576485205 2,228 47,813 SH   SOLE 4 47,813 0 0
MATCH GROUP INC NEW COM 57667L107 9,959 142,899 SH   DFND 1 142,899 0 0
MCCORMICK & CO INC COM NON VTG 579780206 22,194 266,593 SH   DFND 1 266,593 0 0
MCDONALDS CORP COM 580135101 57,083 231,219 SH   DFND 1 231,219 0 0
MCKESSON CORP COM 58155Q103 27,590 84,576 SH   DFND 1 84,576 0 0
MEDIFAST INC COM 58470H101 2,063 11,428 SH   DFND 1 11,428 0 0
MEDPACE HLDGS INC COM 58506Q109 2,140 14,298 SH   DFND 1 14,298 0 0
MEDTRONIC PLC SHS G5960L103 51,019 568,453 SH   DFND 1 568,453 0 0
MERCADOLIBRE INC COM 58733R102 5,402 8,482 SH   DFND 1 8,482 0 0
MERCK & CO INC COM 58933Y105 134,078 1,470,635 SH   DFND 1 1,470,635 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 2,207 72,567 SH   DFND 1 72,567 0 0
META PLATFORMS INC CL A 30303M102 122,260 758,204 SH   DFND 1 758,204 0 0
METLIFE INC COM 59156R108 10,808 172,122 SH   DFND 1 172,122 0 0
METTLER TOLEDO INTERNATION COM 592688105 16,222 14,121 SH   DFND 1 14,121 0 0
MGIC INVT CORP WIS COM 552848103 1,912 151,779 SH   DFND 1 151,779 0 0
MGM RESORTS INTERNATIONAL COM 552953101 6,035 208,450 SH   DFND 1 208,450 0 0
MGP INGREDIENTS INC NEW COM 55303J106 2,118 21,164 SH   DFND 1 21,164 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 12,545 215,987 SH   DFND 1 215,987 0 0
MICRON TECHNOLOGY INC COM 595112103 19,552 353,690 SH   DFND 1 353,690 0 0
MICROSOFT CORP COM 594918104 888,074 3,457,827 SH   DFND 1 3,457,827 0 0
MID-AMER APT CMNTYS INC COM 59522J103 2,841 16,263 SH   DFND 1 16,263 0 0
MIDDLEBY CORP NOTE 1.000% 596278AB7 22,506 20,000,000 PRN   DFND 1 20,000,000 0 0
MKS INSTRS INC COM 55306N104 1,822 17,754 SH   DFND 1 17,754 0 0
MKS INSTRS INC COM 55306N104 990 9,643 SH   SOLE 4 9,643 0 0
MOBILE TELESYSTEMS PUB JT SPONSORED A 607409109 0 205,519 SH   DFND 1 205,519 0 0
MODERNA INC COM 60770K107 26,265 183,861 SH   DFND 1 183,861 0 0
MOELIS & CO CL A 60786M105 1,838 46,704 SH   DFND 1 46,704 0 0
MOHAWK INDS INC COM 608190104 11,622 93,659 SH   DFND 1 93,659 0 0
MOLINA HEALTHCARE INC COM 60855R100 3,025 10,817 SH   DFND 1 10,817 0 0
MOLSON COORS BEVERAGE CO CL B 60871R209 2,975 54,579 SH   DFND 1 54,579 0 0
MONARCH CASINO & RESORT IN COM 609027107 1,841 31,386 SH   DFND 1 31,386 0 0
MONDELEZ INTL INC CL A 609207105 33,618 541,439 SH   DFND 1 541,439 0 0
MONGODB INC CL A 60937P106 2,318 8,934 SH   DFND 1 8,934 0 0
MONOLITHIC PWR SYS INC COM 609839105 8,376 21,810 SH   DFND 1 21,810 0 0
MONOLITHIC PWR SYS INC COM 609839105 1,048 2,728 SH   SOLE 4 2,728 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 9,529 102,796 SH   DFND 1 102,796 0 0
MOODYS CORP COM 615369105 108,267 398,086 SH   DFND 1 398,086 0 0
MORGAN STANLEY COM NEW 617446448 33,605 441,827 SH   DFND 1 441,827 0 0
MORNINGSTAR INC COM 617700109 2,019 8,348 SH   DFND 1 8,348 0 0
MOSAIC CO NEW COM 61945C103 3,458 73,219 SH   DFND 1 73,219 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 70,948 338,492 SH   DFND 1 338,492 0 0
MSCI INC COM 55354G100 23,603 57,267 SH   DFND 1 57,267 0 0
MUELLER INDS INC COM 624756102 1,969 36,954 SH   DFND 1 36,954 0 0
MYR GROUP INC DEL COM 55405W104 1,986 22,538 SH   DFND 1 22,538 0 0
NASDAQ INC COM 631103108 5,135 33,661 SH   DFND 1 33,661 0 0
NATIONAL PRESTO INDS INC COM 637215104 1,967 29,973 SH   DFND 1 29,973 0 0
NATURA &CO HLDG S A ADS 63884N108 1,498 287,435 SH   DFND 1 287,435 0 0
NEOGEN CORP COM 640491106 1,929 80,071 SH   DFND 1 80,071 0 0
NETAPP INC COM 64110D104 5,905 90,510 SH   DFND 1 90,510 0 0
NETEASE INC SPONSORED A 64110W102 12,251 131,218 SH   DFND 1 131,218 0 0
NETFLIX INC COM 64110L106 34,421 196,835 SH   DFND 1 196,835 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 5,454 55,955 SH   DFND 1 55,955 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 64125CAD1 4,611 3,500,000 PRN   DFND 1 3,500,000 0 0
NEW YORK TIMES CO CL A 650111107 1,719 61,622 SH   DFND 1 61,622 0 0
NEWELL BRANDS INC COM 651229106 5,632 295,774 SH   DFND 1 295,774 0 0
NEWMONT CORP COM 651639106 16,331 273,683 SH   DFND 1 273,683 0 0
NEWS CORP NEW CL A 65249B109 856 54,972 SH   DFND 1 54,972 0 0
NEWS CORP NEW CL B 65249B208 268 16,874 SH   DFND 1 16,874 0 0
NEXTERA ENERGY INC COM 65339F101 72,871 940,751 SH   DFND 1 940,751 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 1,174 50,562 SH   DFND 1 50,562 0 0
NIKE INC CL B 654106103 39,321 384,744 SH   DFND 1 384,744 0 0
NIO INC SPON ADS 62914V106 18,866 868,623 SH   DFND 1 868,623 0 0
NIO INC NOTE 2/0 62914VAE6 17,046 20,000,000 PRN   DFND 1 20,000,000 0 0
NISOURCE INC COM 65473P105 1,640 55,606 SH   DFND 1 55,606 0 0
NMI HLDGS INC CL A 629209305 1,891 113,562 SH   DFND 1 113,562 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 1,113 55,699 SH   SOLE 4 55,699 0 0
NORDSON CORP COM 655663102 1,931 9,539 SH   DFND 1 9,539 0 0
NORFOLK SOUTHN CORP COM 655844108 22,004 96,810 SH   DFND 1 96,810 0 0
NORTHERN TR CORP COM 665859104 18,123 187,838 SH   DFND 1 187,838 0 0
NORTONLIFELOCK INC COM 668771108 10,550 480,398 SH   DFND 1 480,398 0 0
NOVANTA INC COM 67000B104 1,328 10,952 SH   SOLE 4 10,952 0 0
NOVOCURE LTD ORD SHS G6674U108 7,581 109,075 SH   DFND 1 109,075 0 0
NRG ENERGY INC COM NEW 629377508 6,902 180,815 SH   DFND 1 180,815 0 0
NUCOR CORP COM 670346105 14,355 137,487 SH   DFND 1 137,487 0 0
NUTRIEN LTD COM 67077M108 6,216 78,046 SH   DFND 1 78,046 0 0
NUVASIVE INC NOTE 0.375% 670704AJ4 9,031 10,075,000 PRN   DFND 1 10,075,000 0 0
NUVEI CORPORATION SUB VTG SHS 67079A102 1,467 40,585 SH   DFND 1 40,585 0 0
NV5 GLOBAL INC COM 62945V109 2,045 17,514 SH   DFND 1 17,514 0 0
NVIDIA CORPORATION COM 67066G104 142,770 941,819 SH   DFND 1 941,819 0 0
NVR INC COM 62944T105 27,669 6,910 SH   DFND 1 6,910 0 0
NXP SEMICONDUCTORS N V COM N6596X109 41,080 277,510 SH   DFND 1 277,510 0 0
OCCIDENTAL PETE CORP COM 674599105 29,491 500,868 SH   DFND 1 500,868 0 0
OKTA INC CL A 679295105 1,601 17,708 SH   DFND 1 17,708 0 0
OLAPLEX HLDGS INC COM 679369108 175 12,441 SH   DFND 1 12,441 0 0
OLD DOMINION FREIGHT LINE COM 679580100 18,139 70,778 SH   DFND 1 70,778 0 0
OLD REP INTL CORP COM 680223104 1,951 87,266 SH   DFND 1 87,266 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 4,203 149,112 SH   DFND 2 0 149,112 0
OMNICOM GROUP INC COM 681919106 10,410 163,655 SH   DFND 1 163,655 0 0
ON SEMICONDUCTOR CORP COM 682189105 15,088 299,909 SH   DFND 1 299,909 0 0
ON SEMICONDUCTOR CORP COM 682189105 1,782 35,425 SH   SOLE 4 35,425 0 0
ONEOK INC NEW COM 682680103 18,040 325,043 SH   DFND 1 325,043 0 0
ONTO INNOVATION INC COM 683344105 1,899 27,230 SH   DFND 1 27,230 0 0
ORACLE CORP COM 68389X105 52,086 745,471 SH   DFND 1 745,471 0 0
OREILLY AUTOMOTIVE INC COM 67103H107 15,236 24,116 SH   DFND 1 24,116 0 0
ORGANON & CO COMMON STOC 68622V106 1,213 35,947 SH   DFND 1 35,947 0 0
ORION OFFICE REIT INC COM 68629Y103 354 32,327 SH   DFND 2 0 32,327 0
OSI SYSTEMS INC NOTE 1.250% 671044AD7 23,964 24,000,000 PRN   DFND 1 24,000,000 0 0
OTIS WORLDWIDE CORP COM 68902V107 28,296 400,403 SH   DFND 1 400,403 0 0
OVINTIV INC COM 69047Q102 887 20,080 SH   DFND 1 20,080 0 0
OWENS & MINOR INC NEW COM 690732102 1,006 31,984 SH   SOLE 4 31,984 0 0
OWENS CORNING NEW COM 690742101 11,758 158,235 SH   DFND 1 158,235 0 0
PACCAR INC COM 693718108 4,122 50,062 SH   DFND 1 50,062 0 0
PACIRA BIOSCIENCES INC NOTE 0.750% 695127AF7 4,429 4,250,000 PRN   DFND 1 4,250,000 0 0
PACKAGING CORP AMER COM 695156109 3,981 28,952 SH   DFND 1 28,952 0 0
PACWEST BANCORP DEL COM 695263103 1,179 44,236 SH   SOLE 4 44,236 0 0
PALANTIR TECHNOLOGIES INC CL A 69608A108 4,567 503,577 SH   DFND 1 503,577 0 0
PALO ALTO NETWORKS INC COM 697435105 6,771 13,709 SH   DFND 1 13,709 0 0
PAN AMERN SILVER CORP COM 697900108 2,253 114,663 SH   DFND 1 114,663 0 0
PARAMOUNT GLOBAL CLASS B COM 92556H206 9,585 388,369 SH   DFND 1 388,369 0 0
PARKER-HANNIFIN CORP COM 701094104 13,457 54,693 SH   DFND 1 54,693 0 0
PATTERSON-UTI ENERGY INC COM 703481101 2,112 134,004 SH   SOLE 4 134,004 0 0
PAYCHEX INC COM 704326107 25,109 220,504 SH   DFND 1 220,504 0 0
PAYCOM SOFTWARE INC COM 70432V102 3,024 10,796 SH   DFND 1 10,796 0 0
PAYPAL HLDGS INC COM 70450Y103 60,642 868,296 SH   DFND 1 868,296 0 0
PDC ENERGY INC COM 69327R101 918 14,899 SH   DFND 1 14,899 0 0
PELOTON INTERACTIVE INC CL A COM 70614W100 383 41,705 SH   DFND 1 41,705 0 0
PEMBINA PIPELINE CORP COM 706327103 8,136 230,159 SH   DFND 1 230,159 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 3,575 34,147 SH   DFND 1 34,147 0 0
PENTAIR PLC SHS G7S00T104 1,071 23,410 SH   DFND 1 23,410 0 0
PEPSICO INC COM 713448108 70,517 423,120 SH   DFND 1 423,120 0 0
PERFICIENT INC COM 71375U101 1,936 21,120 SH   DFND 1 21,120 0 0
PERKINELMER INC COM 714046109 6,238 43,861 SH   DFND 1 43,861 0 0
PETMED EXPRESS INC COM 716382106 1,887 94,841 SH   DFND 1 94,841 0 0
PFIZER INC COM 717081103 99,404 1,895,938 SH   DFND 1 1,895,938 0 0
PG&E CORP COM 69331C108 8,638 865,530 SH   DFND 1 865,530 0 0
PHILIP MORRIS INTL INC COM 718172109 21,663 219,390 SH   DFND 1 219,390 0 0
PHILLIPS 66 COM 718546104 29,532 360,193 SH   DFND 1 360,193 0 0
PHOTRONICS INC COM 719405102 2,134 109,552 SH   DFND 1 109,552 0 0
PINDUODUO INC SPONSORED A 722304102 14,153 229,015 SH   DFND 1 229,015 0 0
PINDUODUO INC NOTE 12/0 722304AC6 26,316 30,000,000 PRN   DFND 1 30,000,000 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 2,574 35,599 SH   SOLE 4 35,599 0 0
PINNACLE WEST CAP CORP COM 723484101 1,167 15,958 SH   DFND 1 15,958 0 0
PINTEREST INC CL A 72352L106 3,057 168,335 SH   DFND 1 168,335 0 0
PIONEER NAT RES CO COM 723787107 29,491 132,200 SH   DFND 1 132,200 0 0
PLUG POWER INC COM NEW 72919P202 5,214 314,659 SH   DFND 1 314,659 0 0
PNC FINL SVCS GROUP INC COM 693475105 32,739 207,510 SH   DFND 1 207,510 0 0
POOL CORP COM 73278L105 9,047 25,758 SH   DFND 1 25,758 0 0
POWER INTEGRATIONS INC COM 739276103 1,898 25,302 SH   DFND 1 25,302 0 0
PPG INDS INC COM 693506107 8,072 70,599 SH   DFND 1 70,599 0 0
PPL CORP COM 69351T106 2,884 106,320 SH   DFND 1 106,320 0 0
PRICE T ROWE GROUP INC COM 74144T108 5,599 49,280 SH   DFND 1 49,280 0 0
PRINCIPAL FINANCIAL GROUP COM 74251V102 5,612 84,027 SH   DFND 1 84,027 0 0
PROCTER AND GAMBLE CO COM 742718109 116,799 812,289 SH   DFND 1 812,289 0 0
PROGRESSIVE CORP COM 743315103 27,880 239,788 SH   DFND 1 239,788 0 0
PROLOGIS INC. COM 74340W103 41,830 355,548 SH   DFND 1 355,548 0 0
PROLOGIS INC. COM 74340W103 53,312 453,144 SH   DFND 2 0 453,144 0
PROS HOLDINGS INC NOTE 1.000% 74346YAH6 12,845 14,000,000 PRN   DFND 1 14,000,000 0 0
PROSPERITY BANCSHARES INC COM 743606105 1,937 28,369 SH   DFND 1 28,369 0 0
PROTO LABS INC COM 743713109 2,032 42,481 SH   DFND 1 42,481 0 0
PRUDENTIAL FINL INC COM 744320102 23,618 246,846 SH   DFND 1 246,846 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 1,987 10,617 SH   DFND 1 10,617 0 0
PTC INC COM 69370C100 22,957 215,881 SH   DFND 1 215,881 0 0
PUBLIC STORAGE COM 74460D109 17,790 56,896 SH   DFND 1 56,896 0 0
PUBLIC SVC ENTERPRISE GRP COM 744573106 27,974 442,061 SH   DFND 1 442,061 0 0
PULTE GROUP INC COM 745867101 3,745 94,490 SH   DFND 1 94,490 0 0
QIAGEN NV SHS NEW N72482123 32,852 702,236 SH   DFND 1 702,236 0 0
QORVO INC COM 74736K101 3,281 34,782 SH   DFND 1 34,782 0 0
QORVO INC COM 74736K101 567 6,015 SH   SOLE 4 6,015 0 0
QUALCOMM INC COM 747525103 57,551 450,535 SH   DFND 1 450,535 0 0
QUALYS INC COM 74758T303 1,999 15,845 SH   DFND 1 15,845 0 0
QUANTA SVCS INC COM 74762E102 11,462 91,444 SH   DFND 1 91,444 0 0
QUEST DIAGNOSTICS INC COM 74834L100 15,131 113,782 SH   DFND 1 113,782 0 0
RADIAN GROUP INC COM 750236101 1,294 65,851 SH   DFND 1 65,851 0 0
RAYMOND JAMES FINL INC COM 754730109 15,718 175,795 SH   DFND 1 175,795 0 0
RAYMOND JAMES FINL INC COM 754730109 3,085 34,502 SH   SOLE 4 34,502 0 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101 71,343 742,307 SH   DFND 1 742,307 0 0
REALTY INCOME CORP COM 756109104 11,719 171,684 SH   DFND 1 171,684 0 0
REALTY INCOME CORP COM 756109104 22,066 323,270 SH   DFND 2 0 323,270 0
REDWOOD TRUST INC NOTE 4.750% 758075AC9 8,044 8,500,000 PRN   DFND 1 8,500,000 0 0
REGAL REXNORD CORPORATION COM 758750103 1,253 11,035 SH   SOLE 4 11,035 0 0
REGENCY CTRS CORP COM 758849103 4,087 68,904 SH   DFND 1 68,904 0 0
REGENERON PHARMACEUTICALS COM 75886F107 23,129 39,127 SH   DFND 1 39,127 0 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 17,414 928,748 SH   DFND 1 928,748 0 0
RELIANCE STEEL & ALUMINUM COM 759509102 5,475 32,235 SH   DFND 1 32,235 0 0
RENAISSANCERE HLDGS LTD COM G7496G103 957 6,122 SH   DFND 1 6,122 0 0
REPUBLIC SVCS INC COM 760759100 20,409 155,949 SH   DFND 1 155,949 0 0
RESMED INC COM 761152107 19,211 91,642 SH   DFND 1 91,642 0 0
RESOURCES CONNECTION INC COM 76122Q105 2,272 111,539 SH   DFND 1 111,539 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 2,158 43,009 SH   DFND 1 43,009 0 0
REVANCE THERAPEUTICS INC NOTE 1.750% 761330AB5 18,056 22,325,000 PRN   DFND 1 22,325,000 0 0
REVOLVE GROUP INC CL A 76156B107 1,838 70,955 SH   DFND 1 70,955 0 0
REX AMERICAN RES CORP COM 761624105 1,887 22,254 SH   DFND 1 22,254 0 0
REXFORD INDL RLTY INC COM 76169C100 15,275 265,245 SH   DFND 2 0 265,245 0
RIMINI STR INC DEL COM 76674Q107 728 121,106 SH   DFND 1 121,106 0 0
RINGCENTRAL INC CL A 76680R206 716 13,707 SH   DFND 1 13,707 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 9,845 151,310 SH   DFND 1 151,310 0 0
RIVIAN AUTOMOTIVE INC COM CL A 76954A103 707 27,481 SH   DFND 1 27,481 0 0
RLX TECHNOLOGY INC SPONSORED A 74969N103 562 263,930 SH   DFND 1 263,930 0 0
ROBERT HALF INTL INC COM 770323103 11,737 156,725 SH   DFND 1 156,725 0 0
ROCKWELL AUTOMATION INC COM 773903109 4,364 21,896 SH   DFND 1 21,896 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 9,680 201,998 SH   DFND 1 201,998 0 0
ROKU INC COM CL A 77543R102 6,083 74,057 SH   DFND 1 74,057 0 0
ROLLINS INC COM 775711104 7,257 207,823 SH   DFND 1 207,823 0 0
ROPER TECHNOLOGIES INC COM 776696106 14,566 36,908 SH   DFND 1 36,908 0 0
ROSS STORES INC COM 778296103 9,765 139,036 SH   DFND 1 139,036 0 0
ROYAL BK CDA COM 780087102 39,516 408,082 SH   DFND 1 408,082 0 0
ROYAL CARIBBEAN GROUP COM V7780T103 1,314 37,653 SH   DFND 1 37,653 0 0
ROYALTY PHARMA PLC SHS CLASS A G7709Q104 3,158 75,126 SH   DFND 1 75,126 0 0
RPM INTL INC COM 749685103 5,438 69,079 SH   DFND 1 69,079 0 0
RYDER SYS INC COM 783549108 1,817 25,564 SH   DFND 1 25,564 0 0
S&P GLOBAL INC COM 78409V104 75,129 222,894 SH   DFND 1 222,894 0 0
SAFETY INS GROUP INC COM 78648T100 2,140 22,037 SH   DFND 1 22,037 0 0
SAIA INC COM 78709Y105 1,976 10,513 SH   DFND 1 10,513 0 0
SALESFORCE INC COM 79466L302 77,165 467,552 SH   DFND 1 467,552 0 0
SANDERSON FARMS INC COM 800013104 2,141 9,934 SH   DFND 1 9,934 0 0
SANFILIPPO JOHN B & SON IN COM 800422107 2,013 27,771 SH   DFND 1 27,771 0 0
SAPIENS INTL CORP N V SHS G7T16G103 678 28,048 SH   DFND 1 28,048 0 0
SBA COMMUNICATIONS CORP NE CL A 78410G104 20,532 64,154 SH   DFND 1 64,154 0 0
SCHLUMBERGER LTD COM STK 806857108 21,340 596,751 SH   DFND 1 596,751 0 0
SCHNEIDER NATIONAL INC CL B 80689H102 3,747 167,404 SH   DFND 1 167,404 0 0
SCHWAB CHARLES CORP COM 808513105 23,180 366,881 SH   DFND 1 366,881 0 0
SEA LTD SPONSORD AD 81141R100 40,215 601,474 SH   DFND 1 601,474 0 0
SEA LTD SPONSORD AD 81141R100 16,625 248,653 SH   DFND 2 0 248,653 0
SEA LTD NOTE 2.375% 81141RAF7 4,411 4,000,000 PRN   DFND 1 4,000,000 0 0
SEA LTD NOTE 0.250% 81141RAG5 43,920 60,115,000 PRN   DFND 1 60,115,000 0 0
SEAGATE TECHNOLOGY HLDNGS ORD SHS G7997R103 12,429 173,985 SH   DFND 1 173,985 0 0
SEAGEN INC COM 81181C104 10,716 60,564 SH   DFND 1 60,564 0 0
SEALED AIR CORP NEW COM 81211K100 434 7,523 SH   DFND 1 7,523 0 0
SEI INVTS CO COM 784117103 2,754 50,985 SH   DFND 1 50,985 0 0
SELECT SECTOR SPDR TR SBI HEALTHC 81369Y209 47,297 368,814 SH   DFND 1 368,814 0 0
SELECTIVE INS GROUP INC COM 816300107 2,227 25,611 SH   DFND 1 25,611 0 0
SEMPRA COM 816851109 21,244 141,375 SH   DFND 1 141,375 0 0
SEMTECH CORP COM 816850101 1,873 34,074 SH   DFND 1 34,074 0 0
SENSATA TECHNOLOGIES HLDG SHS G8060N102 896 21,694 SH   DFND 1 21,694 0 0
SERVICENOW INC COM 81762P102 36,001 75,709 SH   DFND 1 75,709 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 1,785 60,570 SH   DFND 1 60,570 0 0
SHERWIN WILLIAMS CO COM 824348106 21,126 94,350 SH   DFND 1 94,350 0 0
SHOPIFY INC CL A 82509L107 5,391 172,523 SH   DFND 1 172,523 0 0
SHUTTERSTOCK INC COM 825690100 2,034 35,498 SH   DFND 1 35,498 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 3,055 17,048 SH   DFND 1 17,048 0 0
SIMON PPTY GROUP INC NEW COM 828806109 9,553 100,643 SH   DFND 1 100,643 0 0
SIMON PPTY GROUP INC NEW COM 828806109 19,288 203,199 SH   DFND 2 0 203,199 0
SIMPSON MFG INC COM 829073105 2,012 20,001 SH   DFND 1 20,001 0 0
SIMULATIONS PLUS INC COM 829214105 2,154 43,665 SH   DFND 1 43,665 0 0
SIRIUS XM HOLDINGS INC COM 82968B103 628 102,435 SH   DFND 1 102,435 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 28,749 310,327 SH   DFND 1 310,327 0 0
SLM CORP COM 78442P106 3,596 225,615 SH   DFND 1 225,615 0 0
SMITH A O CORP COM 831865209 5,380 98,389 SH   DFND 1 98,389 0 0
SMUCKER J M CO COM NEW 832696405 17,323 135,322 SH   DFND 1 135,322 0 0
SNAP INC CL A 83304A106 1,177 89,675 SH   DFND 1 89,675 0 0
SNAP INC NOTE 5/0 83304AAF3 6,415 9,075,000 PRN   DFND 1 9,075,000 0 0
SNAP ON INC COM 833034101 4,502 22,849 SH   DFND 1 22,849 0 0
SNOWFLAKE INC CL A 833445109 9,758 70,172 SH   DFND 1 70,172 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 2,193 8,013 SH   DFND 1 8,013 0 0
SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 6,651 5,500,000 PRN   DFND 1 5,500,000 0 0
SOUTHERN CO COM 842587107 10,674 149,679 SH   DFND 1 149,679 0 0
SOUTHERN COPPER CORP COM 84265V105 4,531 90,967 SH   DFND 1 90,967 0 0
SOUTHWEST AIRLS CO COM 844741108 1,285 35,575 SH   DFND 1 35,575 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 844741BG2 3,539 3,000,000 PRN   DFND 1 3,000,000 0 0
SOUTHWESTERN ENERGY CO COM 845467109 824 131,860 SH   DFND 1 131,860 0 0
SPLUNK INC COM 848637104 6,227 70,390 SH   DFND 1 70,390 0 0
SPLUNK INC NOTE 1.125% 848637AD6 4,677 5,000,000 PRN   DFND 1 5,000,000 0 0
SPLUNK INC NOTE 1.125% 848637AF1 29,790 36,175,000 PRN   DFND 1 36,175,000 0 0
SPOTIFY TECHNOLOGY S A SHS L8681T102 1,834 19,545 SH   DFND 1 19,545 0 0
SPS COMM INC COM 78463M107 2,174 19,226 SH   DFND 1 19,226 0 0
SS&C TECHNOLOGIES HLDGS IN COM 78467J100 4,623 79,610 SH   DFND 1 79,610 0 0
STAG INDL INC COM 85254J102 1,425 46,147 SH   SOLE 4 46,147 0 0
STANLEY BLACK & DECKER INC COM 854502101 2,248 21,438 SH   DFND 1 21,438 0 0
STARBUCKS CORP COM 855244109 34,776 455,248 SH   DFND 1 455,248 0 0
STATE STR CORP COM 857477103 22,082 358,179 SH   DFND 1 358,179 0 0
STEEL DYNAMICS INC COM 858119100 18,224 275,489 SH   DFND 1 275,489 0 0
STELLANTIS N.V SHS N82405106 14,540 1,178,410 SH   DFND 1 1,178,410 0 0
STEPSTONE GROUP INC COM CL A 85914M107 1,258 48,332 SH   DFND 1 48,332 0 0
STERIS PLC SHS USD G8473T100 20,151 97,748 SH   DFND 1 97,748 0 0
STEWART INFORMATION SVCS C COM 860372101 1,882 37,825 SH   DFND 1 37,825 0 0
STRIDE INC COM 86333M108 733 17,974 SH   DFND 1 17,974 0 0
STRYKER CORPORATION COM 863667101 19,116 96,093 SH   DFND 1 96,093 0 0
SUMMIT MATLS INC CL A 86614U100 1,436 61,660 SH   SOLE 4 61,660 0 0
SUN CMNTYS INC COM 866674104 2,714 17,032 SH   DFND 1 17,032 0 0
SUN CMNTYS INC COM 866674104 12,351 77,503 SH   DFND 2 0 77,503 0
SUN LIFE FINANCIAL INC. COM 866796105 10,627 231,922 SH   DFND 1 231,922 0 0
SUNCOR ENERGY INC NEW COM 867224107 7,145 203,645 SH   DFND 1 203,645 0 0
SUNNOVA ENERGY INTL INC. NOTE 0.250% 86745KAF1 36,435 47,140,000 PRN   DFND 1 47,140,000 0 0
SUNRUN INC NOTE 2/0 86771WAB1 32,192 44,600,000 PRN   DFND 1 44,600,000 0 0
SUPERNUS PHARMACEUTICALS NOTE 0.625% 868459AD0 10,995 11,300,000 PRN   DFND 1 11,300,000 0 0
SVB FINANCIAL GROUP COM 78486Q101 5,842 14,791 SH   DFND 1 14,791 0 0
SYNCHRONY FINANCIAL COM 87165B103 2,518 91,151 SH   DFND 1 91,151 0 0
SYNEOS HEALTH INC CL A 87166B102 1,719 23,981 SH   SOLE 4 23,981 0 0
SYNOPSYS INC COM 871607107 20,663 68,037 SH   DFND 1 68,037 0 0
SYSCO CORP COM 871829107 13,606 160,623 SH   DFND 1 160,623 0 0
TABULA RASA HEALTHCARE INC NOTE 1.750% 873379AA9 10,068 15,000,000 PRN   DFND 1 15,000,000 0 0
TAIWAN SEMICONDUCTOR MFG L SPONSORED A 874039100 32,808 401,320 SH   DFND 1 401,320 0 0
TAKE-TWO INTERACTIVE SOFTW COM 874054109 15,149 123,634 SH   DFND 1 123,634 0 0
TAL EDUCATION GROUP SPONSORED A 874080104 1,072 220,151 SH   DFND 1 220,151 0 0
TAPESTRY INC COM 876030107 890 29,167 SH   DFND 1 29,167 0 0
TARGA RES CORP COM 87612G101 2,678 44,883 SH   DFND 1 44,883 0 0
TARGET CORP COM 87612E106 45,187 319,952 SH   DFND 1 319,952 0 0
TAYLOR MORRISON HOME CORP COM 87724P106 1,883 80,610 SH   DFND 1 80,610 0 0
TC ENERGY CORP COM 87807B107 19,607 378,474 SH   DFND 1 378,474 0 0
TE CONNECTIVITY LTD SHS H84989104 5,808 51,332 SH   DFND 1 51,332 0 0
TECK RESOURCES LTD CL B 878742204 3,801 124,301 SH   DFND 1 124,301 0 0
TELADOC HEALTH INC COM 87918A105 707 21,275 SH   DFND 1 21,275 0 0
TELADOC HEALTH INC NOTE 1.250% 87918AAF2 6,251 8,475,000 PRN   DFND 1 8,475,000 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 24,611 65,610 SH   DFND 1 65,610 0 0
TELEFLEX INCORPORATED COM 879369106 2,744 11,161 SH   DFND 1 11,161 0 0
TELEFONICA BRASIL SA NEW ADR 87936R205 9,586 1,058,038 SH   DFND 1 1,058,038 0 0
TELUS CORPORATION COM 87971M103 15,018 674,256 SH   DFND 1 674,256 0 0
TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 1,803 359,259 SH   DFND 1 359,259 0 0
TERADYNE INC COM 880770102 5,680 63,428 SH   DFND 1 63,428 0 0
TERRENO RLTY CORP COM 88146M101 9,350 167,774 SH   DFND 2 0 167,774 0
TESLA INC COM 88160R101 227,471 337,784 SH   DFND 1 337,784 0 0
TETRA TECH INC NEW COM 88162G103 2,558 18,731 SH   DFND 1 18,731 0 0
TEXAS INSTRS INC COM 882508104 60,873 396,177 SH   DFND 1 396,177 0 0
TFI INTL INC COM 87241L109 1,694 21,104 SH   DFND 1 21,104 0 0
THE TRADE DESK INC COM CL A 88339J105 2,929 69,917 SH   DFND 1 69,917 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250% 88339KAA0 12,788 14,000,000 PRN   DFND 1 14,000,000 0 0
THERMO FISHER SCIENTIFIC I COM 883556102 107,673 198,191 SH   DFND 1 198,191 0 0
THOMSON REUTERS CORP. COM NEW 884903709 2,447 23,473 SH   DFND 1 23,473 0 0
THOR INDS INC COM 885160101 2,078 27,810 SH   DFND 1 27,810 0 0
TIMKENSTEEL CORPORATION COM 887399103 1,687 90,166 SH   DFND 1 90,166 0 0
TITAN MACHY INC COM 88830R101 645 28,788 SH   DFND 1 28,788 0 0
TJX COS INC NEW COM 872540109 22,775 407,794 SH   DFND 1 407,794 0 0
T-MOBILE US INC COM 872590104 37,003 275,036 SH   DFND 1 275,036 0 0
TOLL BROTHERS INC COM 889478103 1,962 44,000 SH   DFND 1 44,000 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 42,519 648,366 SH   DFND 1 648,366 0 0
TRACTOR SUPPLY CO COM 892356106 29,538 152,375 SH   DFND 1 152,375 0 0
TRADEWEB MKTS INC CL A 892672106 2,396 35,102 SH   DFND 1 35,102 0 0
TRANE TECHNOLOGIES PLC SHS G8994E103 53,527 412,160 SH   DFND 1 412,160 0 0
TRANSDIGM GROUP INC COM 893641100 15,214 28,349 SH   DFND 1 28,349 0 0
TRANSUNION COM 89400J107 5,724 71,561 SH   DFND 1 71,561 0 0
TRAVELERS COMPANIES INC COM 89417E109 28,883 170,775 SH   DFND 1 170,775 0 0
TRAVERE THERAPEUTICS INC NOTE 2.250% 89422GAA5 15,036 15,000,000 PRN   DFND 1 15,000,000 0 0
TREX CO INC COM 89531P105 2,064 37,928 SH   DFND 1 37,928 0 0
TREX CO INC COM 89531P105 1,330 24,444 SH   SOLE 4 24,444 0 0
TRI POINTE HOMES INC COM 87265H109 1,812 107,438 SH   DFND 1 107,438 0 0
TRIMBLE INC COM 896239100 31,345 538,290 SH   DFND 1 538,290 0 0
TRIP COM GROUP LTD ADS 89677Q107 7,665 279,249 SH   DFND 1 279,249 0 0
TRUIST FINL CORP COM 89832Q109 28,039 591,157 SH   DFND 1 591,157 0 0
TWILIO INC CL A 90138F102 2,066 24,654 SH   DFND 1 24,654 0 0
TWITTER INC COM 90184L102 16,322 436,521 SH   DFND 1 436,521 0 0
TWITTER INC NOTE 3/1 90184LAN2 13,433 15,000,000 PRN   DFND 1 15,000,000 0 0
TYLER TECHNOLOGIES INC COM 902252105 3,177 9,556 SH   DFND 1 9,556 0 0
TYSON FOODS INC CL A 902494103 12,450 144,666 SH   DFND 1 144,666 0 0
U S PHYSICAL THERAPY COM 90337L108 2,000 18,315 SH   DFND 1 18,315 0 0
UBER TECHNOLOGIES INC COM 90353T100 17,002 830,999 SH   DFND 1 830,999 0 0
UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9 6,655 8,335,000 PRN   DFND 1 8,335,000 0 0
UBIQUITI INC COM 90353W103 218 880 SH   DFND 1 880 0 0
UBS GROUP AG SHS H42097107 82,956 5,149,744 SH   DFND 1 5,149,744 0 0
UDR INC COM 902653104 2,065 44,863 SH   DFND 1 44,863 0 0
UFP INDUSTRIES INC COM 90278Q108 1,882 27,618 SH   DFND 1 27,618 0 0
UGI CORP NEW COM 902681105 12,524 324,383 SH   DFND 1 324,383 0 0
UIPATH INC CL A 90364P105 964 53,015 SH   DFND 1 53,015 0 0
ULTA BEAUTY INC COM 90384S303 9,840 25,527 SH   DFND 1 25,527 0 0
UNDER ARMOUR INC CL A 904311107 471 56,586 SH   SOLE 4 56,586 0 0
UNDER ARMOUR INC CL C 904311206 507 66,847 SH   SOLE 4 66,847 0 0
UNION PAC CORP COM 907818108 86,457 405,369 SH   DFND 1 405,369 0 0
UNITED AIRLS HLDGS INC COM 910047109 392 11,072 SH   DFND 1 11,072 0 0
UNITED MICROELECTRONICS CO SPON ADR NE 910873405 99 14,607 SH   DFND 1 14,607 0 0
UNITED PARCEL SERVICE INC CL B 911312106 34,772 190,488 SH   DFND 1 190,488 0 0
UNITED RENTALS INC COM 911363109 5,919 24,369 SH   DFND 1 24,369 0 0
UNITED STATES STL CORP NEW COM 912909108 705 39,345 SH   DFND 1 39,345 0 0
UNITED THERAPEUTICS CORP D COM 91307C102 4,012 17,025 SH   DFND 1 17,025 0 0
UNITEDHEALTH GROUP INC COM 91324P102 300,501 585,053 SH   DFND 1 585,053 0 0
UNITY SOFTWARE INC COM 91332U101 1,222 33,179 SH   DFND 1 33,179 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 1,720 17,004 SH   DFND 1 17,004 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 924 9,176 SH   DFND 1 9,176 0 0
UNUM GROUP COM 91529Y106 1,897 55,759 SH   DFND 1 55,759 0 0
UPSTART HLDGS INC COM 91680M107 734 23,208 SH   DFND 1 23,208 0 0
US BANCORP DEL COM NEW 902973304 25,411 552,179 SH   DFND 1 552,179 0 0
US FOODS HLDG CORP COM 912008109 994 32,405 SH   SOLE 4 32,405 0 0
USANA HEALTH SCIENCES INC COM 90328M107 2,035 28,120 SH   DFND 1 28,120 0 0
V F CORP COM 918204108 5,989 135,588 SH   DFND 1 135,588 0 0
VAIL RESORTS INC COM 91879Q109 4,435 20,339 SH   DFND 1 20,339 0 0
VALERO ENERGY CORP COM 91913Y100 21,189 199,369 SH   DFND 1 199,369 0 0
VEEVA SYS INC CL A COM 922475108 13,580 68,573 SH   DFND 1 68,573 0 0
VENTAS INC COM 92276F100 17,443 339,160 SH   DFND 1 339,160 0 0
VENTAS INC COM 92276F100 11,024 214,359 SH   DFND 2 0 214,359 0
VERISIGN INC COM 92343E102 15,146 90,517 SH   DFND 1 90,517 0 0
VERISK ANALYTICS INC COM 92345Y106 3,804 21,976 SH   DFND 1 21,976 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 70,039 1,380,087 SH   DFND 1 1,380,087 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 54,899 194,821 SH   DFND 1 194,821 0 0
VIATRIS INC COM 92556V106 11,738 1,121,145 SH   DFND 1 1,121,145 0 0
VICI PPTYS INC COM 925652109 4,063 136,373 SH   DFND 1 136,373 0 0
VIPSHOP HOLDINGS LIMITED SPONSORED A 92763W103 2,343 236,891 SH   DFND 1 236,891 0 0
VISA INC COM CL A 92826C839 184,129 935,189 SH   DFND 1 935,189 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 928298AP3 32,869 35,000,000 PRN   DFND 1 35,000,000 0 0
VISTRA CORP COM 92840M102 1,540 67,381 SH   DFND 1 67,381 0 0
VMWARE INC CL A COM 928563402 3,881 34,052 SH   DFND 1 34,052 0 0
VORNADO RLTY TR SH BEN INT 929042109 2,217 77,545 SH   DFND 1 77,545 0 0
VOYA FINANCIAL INC COM 929089100 2,770 46,530 SH   DFND 1 46,530 0 0
VULCAN MATLS CO COM 929160109 3,998 28,132 SH   DFND 1 28,132 0 0
WABTEC COM 929740108 4,102 49,976 SH   DFND 1 49,976 0 0
WALGREENS BOOTS ALLIANCE I COM 931427108 5,040 132,993 SH   DFND 1 132,993 0 0
WALMART INC COM 931142103 51,694 425,187 SH   DFND 1 425,187 0 0
WARNER BROS DISCOVERY INC COM SER A 934423104 13,847 1,031,827 SH   DFND 1 1,031,827 0 0
WASTE CONNECTIONS INC COM 94106B101 22,812 184,018 SH   DFND 1 184,018 0 0
WASTE MGMT INC DEL COM 94106L109 19,686 128,683 SH   DFND 1 128,683 0 0
WATERS CORP COM 941848103 27,361 82,666 SH   DFND 1 82,666 0 0
WATSCO INC COM 942622200 1,948 8,155 SH   DFND 1 8,155 0 0
WATTS WATER TECHNOLOGIES I CL A 942749102 2,349 19,123 SH   DFND 1 19,123 0 0
WAYFAIR INC CL A 94419L101 583 13,373 SH   DFND 1 13,373 0 0
WD 40 CO COM 929236107 2,185 10,852 SH   DFND 1 10,852 0 0
WEC ENERGY GROUP INC COM 92939U106 4,482 44,533 SH   DFND 1 44,533 0 0
WEIBO CORP SPONSORED A 948596101 783 33,859 SH   DFND 1 33,859 0 0
WEIS MKTS INC COM 948849104 2,009 26,949 SH   DFND 1 26,949 0 0
WELLS FARGO CO NEW COM 949746101 50,451 1,287,990 SH   DFND 1 1,287,990 0 0
WELLTOWER INC COM 95040Q104 25,772 312,954 SH   DFND 1 312,954 0 0
WELLTOWER INC COM 95040Q104 2,712 32,933 SH   DFND 2 0 32,933 0
WEST PHARMACEUTICAL SVSC I COM 955306105 30,438 100,664 SH   DFND 1 100,664 0 0
WESTERN ALLIANCE BANCORP COM 957638109 2,308 32,696 SH   SOLE 4 32,696 0 0
WESTERN DIGITAL CORP. COM 958102105 2,835 63,231 SH   DFND 1 63,231 0 0
WESTERN UN CO COM 959802109 4,703 285,550 SH   DFND 1 285,550 0 0
WESTLAKE CORPORATION COM 960413102 3,859 39,370 SH   DFND 1 39,370 0 0
WESTROCK CO COM 96145D105 1,542 38,694 SH   DFND 1 38,694 0 0
WEYERHAEUSER CO MTN BE COM NEW 962166104 8,984 271,252 SH   DFND 1 271,252 0 0
WHEATON PRECIOUS METALS CO COM 962879102 7,443 206,569 SH   DFND 1 206,569 0 0
WHIRLPOOL CORP COM 963320106 2,192 14,157 SH   DFND 1 14,157 0 0
WILLIAMS COS INC COM 969457100 15,420 494,068 SH   DFND 1 494,068 0 0
WILLIAMS SONOMA INC COM 969904101 1,930 17,394 SH   DFND 1 17,394 0 0
WILLIS TOWERS WATSON PLC L SHS G96629103 40,950 207,456 SH   DFND 1 207,456 0 0
WINNEBAGO INDS INC COM 974637100 2,092 43,087 SH   DFND 1 43,087 0 0
WINTRUST FINL CORP COM 97650W108 2,094 26,130 SH   SOLE 4 26,130 0 0
WIX COM LTD SHS M98068105 490 7,480 SH   DFND 1 7,480 0 0
WOODWARD INC COM 980745103 1,921 20,773 SH   DFND 1 20,773 0 0
WORKDAY INC CL A 98138H101 19,172 137,355 SH   DFND 1 137,355 0 0
WP CAREY INC COM 92936U109 2,761 33,325 SH   DFND 1 33,325 0 0
WYNN RESORTS LTD COM 983134107 5,270 92,486 SH   DFND 1 92,486 0 0
XCEL ENERGY INC COM 98389B100 5,392 76,198 SH   DFND 1 76,198 0 0
XENIA HOTELS & RESORTS INC COM 984017103 1,471 101,269 SH   SOLE 4 101,269 0 0
XPENG INC ADS 98422D105 6,902 217,443 SH   DFND 1 217,443 0 0
XPO LOGISTICS INC COM 983793100 650 13,494 SH   DFND 1 13,494 0 0
XYLEM INC COM 98419M100 29,015 371,127 SH   DFND 1 371,127 0 0
YANDEX N V SHS CLASS A N97284108 5,989 238,643 SH   DFND 1 238,643 0 0
YUM BRANDS INC COM 988498101 19,991 176,120 SH   DFND 1 176,120 0 0
YUM CHINA HLDGS INC COM 98850P109 13,670 281,858 SH   DFND 1 281,858 0 0
ZAI LAB LTD ADR 98887Q104 1,553 44,770 SH   DFND 1 44,770 0 0
ZEBRA TECHNOLOGIES CORPORA CL A 989207105 2,627 8,938 SH   DFND 1 8,938 0 0
ZENDESK INC COM 98936J101 13,447 181,546 SH   DFND 1 181,546 0 0
ZENDESK INC NOTE 0.625% 98936JAD3 24,168 25,000,000 PRN   DFND 1 25,000,000 0 0
ZILLOW GROUP INC CL A 98954M101 258 8,103 SH   DFND 1 8,103 0 0
ZILLOW GROUP INC CL C CAP ST 98954M200 1,040 32,764 SH   DFND 1 32,764 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 3,101 29,513 SH   DFND 1 29,513 0 0
ZIONS BANCORPORATION N A COM 989701107 1,082 21,257 SH   DFND 1 21,257 0 0
ZIONS BANCORPORATION N A COM 989701107 1,701 33,419 SH   SOLE 4 33,419 0 0
ZOETIS INC CL A 98978V103 36,613 213,005 SH   DFND 1 213,005 0 0
ZOOM VIDEO COMMUNICATIONS CL A 98980L101 6,153 56,992 SH   DFND 1 56,992 0 0
ZOOMINFO TECHNOLOGIES INC COMMON STOC 98980F104 16,486 495,969 SH   DFND 1 495,969 0 0
ZSCALER INC COM 98980G102 2,123 14,203 SH   DFND 1 14,203 0 0
ZTO EXPRESS CAYMAN INC SPONSORED A 98980A105 6,075 221,305 SH   DFND 1 221,305 0 0
ZUMIEZ INC COM 989817101 1,792 68,930 SH   DFND 1 68,930 0 0